This allows fetching only a small part of the file. Sometimes files are big and I don’t need to download the whole file just to get some small part of it. With Range header, you can specify the range of bytes you want to download.
See for request header: https://developer.mozilla.org/en-US/docs/Web/HTTP/Headers/Range
See for response header: https://developer.mozilla.org/en-US/docs/Web/HTTP/Headers/Content-Range