Creating your own Route Step Action Scripts allows you to add control to how a call is routed. I might want to request a user to enter a PIN and then use an Action Script to query an external DB to validate that PIN.
A Route Step also you can also provide a mini-UI which is displayed when your Route Step is used in a Call Route Step. The purpose of the mini-UI is to allow the user to select one or more parameters which are passed to your Route Step at run time.