A person's wisdom teeth need to be removed only if they are causing complications with the rest of a person's already existing teeth, or if there is pain. The most common two problems are either that a person's wisdom teeth start growing in sideways, or they do not breech the gum line. If the teeth start growing in sideways it can damage existing teeth.
Essentially what most dentists believe happened is that as the human skull evolved, and the jaw shrunk in size the wisdom teeth that used to fit in our mouths no longer had room to grow in causing complications. Our anatomy did not keep up with our evolution. Over time the human body continues to evolve, and given enough time there will be more people without wisdom teeth than there are with them. Even in the present day there exist people who have no wisdom teeth to remove.
These days it is common for most people to have their wisdom teeth removed once they reach about 18 years of age to avoid the possibility of complications later in life. Even if there is room in the jaw for the wisdom teeth to grow in, it is common for these teeth to develop infections because they are so close to the jawline that food gets stuck there, and is difficult to remove even with flossing (some fingers just aren't long enough!)
Teeth are extracted because of need, because they are impacted, infected or decayed beyond repair. In the case of wisdom teeth, one of the reasons why so many people have them out is because they crowd the other teeth and they end up misaligned, causing pain, tooth damage and bite problems.
On the other hand, depending on the shape of a person's jaw and the spacing of their teeth to begin with, sometimes the wisdom teeth can come in without any harm or potential harm, so there is no reason to risk the pain, expense and recovery of oral surgery and they are left intact.