Why use the heat shields for exhaust pipe

Heat shields are used for exhaust pipes to protect other components of the vehicle from the high temperatures generated by the exhaust system. 
Without a heat shield, the heat from the exhaust can cause damage to nearby components such as fuel lines, brake lines, and wiring. 

Additionally, heat shields for exhaust pipe can help to reduce the amount of heat that enters the passenger compartment of the vehicle, making the ride more comfortable for the occupants.