Alright, you know we are constrained by range in our painting, so we need to resort to all imaginable dirty tricks to crate an illusion of the real space with its multitude of hues, colors etc. Usually, we exploit human perception; e.g. color contrast makes neutral grey look bluish on a warm (yellow) background etc.
In terms of tonal values, we want to accentuate the contrast between lit and shaded/shadowed areas. If we use just tonal contrasts, we'd soon be out of options - each and every element of the painting would have the same pure whites pitched against blacks.
So we use a different trick - textures themselves, and there's actually an analogue phenomena in the real world that inspired that idea.
You know that low-intensity values (night time) look kinda fuzzy to a human eye. The latter also tends to see patterns and non-existent things in grainy surfaces.
So, thick, confidently layed-in lights, when pitched against grainy vibrant shadows, provide that precious extra contrast we need to maintain the illusion of space and its infinity of tones.
This also saved a great deal of costly paint to our Italian predecessors, a no mean feat in itself.
And from esthetical point of view, you'd need a unifying element in your painting to tie together all different colors. Shadows that have same similar texture and tint do that job quite efficiently in classical oils.