Owning a dedicated pre-amplifier usually means that you are very serious about your music. A conventional amplifier consists of two parts, the low-level switching section and the power section, both housed in the one box.
A separate pre-amplifier is the switching portion of this amplifier, housed in its own chassis.
There are numerous reasons for buying a separate pre-amp:
1) It will by necessity have its own power supply instead of sharing one with the power sapping power-amp stage.
2) The power amplifier can create low level noise, which in turn can affect the performance of the pre-amp. A separate chassis helps to isolate this.
3) Some companies are renowned for their pre-amp stages, and others are great at power amplification. This way you can have the best of both worlds.