the idea is that your best reliever should pitch the 9th inning whenever possible. He closes out the games.
Obviously, it is ridiculous to assume that the 9th inning is always more important than the 8th, the 7th, or any other inning. Sometimes the opposing team's best hitters come to bat in the 8th inning with the lesser hitters scheduled for the 9th. Sometimes there are already guys on base when it is time to bring in a new reliever. In both of these situations it makes logical sense to use your best reliever rather than saving him for the mythical 9th inning. This often leads to a lesser reliever blowing the lead in the 7th or 8th inning and the team not getting to the 9th with the lead, meaning it doesn't even use its best reliever. But this is the way it is done, because this is the way it has been done for the past 30 years or so.