Guitar Pedals

Hey everyone, I'm a bit out of the loop with these pedals, and I'm trying to understand the ways people are using them.

I understand what they do, I'm just wondering why someone would use a pedal instead of just setting on an amp that has the gain or tone shaping characteristics that they're looking for.

In particular, because the pedal then (presumably) gets plugged into the amps preamp section anyway, which is going to colour the sound again. So then, would the optimum use be to plug into a really transparent, clean amp?

To be clear, I'm talking about pedals like the UA Ruby, Zvex box of rock, Benson Preamp. Not so much about Helix, ToneX, etc. I know the latter are more like an all-in-one recording solution, so you can DI and still get great sounds at home, but the former? I'm not so sure what they're best used for!