It's important to have capillaries in our bones and muscle tissue to feed, oxygenate and eliminate waste products from those tissues.
Not only on this tissues but everywhere in our body there are cells that need their supply of oxygen and nutrients to properly function. At the same time, while they do their job, there are waste products like CO2 that need to be eliminated. So, capillaries,allow these substances to move, since they are the smallest blood vessels that connect veins and arteries.