At the time of writing, Microsoft provides a wide variety of services, such as Azure VMs, Service Fabric, HDInsight, Redis Cache, and so on.
Can you imagine using any of these services without communicating with it to either get your tasks done or manage it yourself?
Of course you cannot, because what is the point of buying these services then? That is why you will be using virtual networks to provide a communication method to most of your services.
Azure VNet can be integrated with other services, either by assigning your Azure service to a virtual network, as is the case in Azure VMs when you want to assign the VMs you are going to build to a specific virtual network, or by extending your virtual network to a specific service by using virtual network service endpoints.