One situation that commonly requires some sort of MIDI routing is the consolidation of multiple MIDI-based connections. For example, if you are using four external MIDI devices in conjunction with a Digital Audio Workstation, and you do not have four MIDI ports on your computer, you must route those devices through an external interface or merge box. A MIDI merge box could route those four device input signals into one MIDI output signal. Then, a MIDI-to-USB converter could convert that MIDI out to USB. In this way, you would only take up one of your computer's USB ports without sacrificing much functionality.
A standard MIDI port allows for 16 channels of data. Depending on the demands of your hardware setup, you may have one device that actively uses eight channels. If you wish to use other devices on many different channels, you may quickly run out of channels. A MIDI interface helps solve this situation. MIDI interfaces have a certain number of MIDI In and Out connections, often connecting to your computer's USB port. Through a MIDI interface, you can preserve the full channel capacity of each device.
If your MIDI tasks are complex, you may need to send a variety of different channel data to a variety of different instruments or devices. For example, if you have four external MIDI devices controlling at least as many virtual instruments on your DAW, you must route those MIDI connections in a number of ways. The connections would pass through a MIDI interface to enter the computer, and then they would be assigned to various software parameters. One device might be used to control multiple virtual instruments, on multiple MIDI channels. Furthermore, you may need to send MIDI out from your DAW to other external devices.
The MIDI Thru jack is the third jack often seen alongside MIDI In and Out. The MIDI Thru jack sends data through a device in the same form as it arrived in the device's MIDI In port. If you are sending data out from your DAW to multiple hardware synthesizers, MIDI Thru ports eliminate the need for a more complex interface setup. Once the signal passes out of the computer and into the first synthesizer, the MIDI Thru port on that synthesizer can be used to send an identical copy of the computer data to another synthesizer's MIDI In port.