They would explain to you why they remained in Tristram, what life was like during all of the events that took place there, and aid you with any information they had.
In Diablo, you actually could feel the plight of the remaining townspeople, so to speak. Though it's easy to understand why you're traveling so much, you just never seem to get a 'feel' for each place you visit instead it feel like, 'just do this quest, kill this thing, and then go away.' I think the main reason is that you are constricted to this small, nearly-abandoned town for the entire game, rather than zipping back and forth through Sanctuary like Diablo II.
