Audio (but also digital) signals are often transported through wires, because they are often a reliable and easy to make connection. A cable in todays world is at the same time “victim” of the enormous amount of electro-magnetic fields all over. 230V/50Hz net currents that power devices are for audio engineers most noticeable because they cause an audible 50 Hz hum because of induction. When we use unbalanced cables, we can prevent this induction a little by shielding the cable (cage of Faraday), but when these cables are longer than 5m, they still easily pick up hum. Thanks to the differential-amplifier and/or audio transformer, we can get a much bigger noise surpression.
CMRR