Protection on many levels. Sowing in a container helps to control moisture levels, reduces or eliminates animal disturbance, protects from weather extremes and allows both the gardener and the plants to get started well in advance of spring sowing. Winter sown seeds will generally sprout at, or pretty close to, the proper time for planting out, too, so an indoor light setup isn't usually necessary. As an example: we had frost just about ten days ago, but I have winter sown seedlings forming flower buds already. If I'd waited to direct sow, my seeds might not have even sprouted yet.