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The simple answer is that a slightly higher outer rail at the turning point of the train tracks allows the train to stay on the track more easily. Newtons laws of physics state that "an object in motion stays in motion." A train moving on a track wants to continue moving in a straight line. Something as large and heavy as a train may need a little extra assistance to impart the correct centripetal force to turn. The higher outer rail allows for a smooth transition from a straight line into a corner. It allows the train to shift without exerting pressure on the wheels and connections between cars. This higher outer rail also allows the train to turn the corner at a higher rate of speed than would normally be possible without the modification. If you notice, some roads (like racetracks) are also slanted at the corners for the same reason.
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