Part of the idea of prison as a consequence for doing any kind of a crime is that these inmates are given a chance at recovery from whatever problem has landed them in jail. Different prisons have different programs for these individuals to help them become better people. Of course, not all prisoners are in a prison where a program that they might need is offered.
When these programs could be really helpful to a person, it might be better for them to be in a different prison than the one that they are put in initially. Filing a request for a prison transfer can help these people to get into a prison where a valuable program is offered. Since prisoners are encouraged to find recovery during prison these transfers are often approved.