Often times, reagents will be the analytical standards used to compare an unknown sample with to be able to confidently identify them in your sample (ie spectral match or retention time match) and then be able to quantify them (ie based on a standard curve giving some multiplication factor)
Also, some analytical reagents can be used for derivatizing the sample (ie to make non-volatile compounds volatile for a GC or making non-fluorophore compounds give a signal from fluorescence detector).
I'm sure there are many other important reasons but these are the ones most important for me, and the first to pop into my head.