One simple example: getting in and out of a car. Another thing to consider is that a legged robot can tilt itself for balance while carrying heavy objects. To carry a similar weight with a wheeled robot you'll need a much wider wheel base.
And then of course, if you want to build robots that can be useful inside a house, then they need to be able to cope with stairs. There's also construction... At some point, you don't have elevators... Or just circulating between buildings out on the street where the pavement isn't great.