The process of recording music has changed considerably over the years. Whereas, originally, all songs were recorded live in the studio, technological advancements have enabled artists to record each instrument, and vocals individually.
Yet, despite these advancements, the finished piece of music isn't always as polished as it initially sounds to our ears. Sometimes, if you listen carefully, you can hear little background noises that you probably missed first time round. These noises can be mishaps picked up by the mics, or someone reacting to what is happening in the studio.
Whatever the reason, they usually add to the finished recording rather than spoil it for our ears. It can be genuinely thrilling to hear someone react to the magic that is going on the studio - to know that the artists recording the songs are just as excited making music as you are listening to it. It can also be quite amusing to know that some of these reactions happened due to mistakes they made during recording.
No matter why they ended up on the record, once you hear them the first time, you wait for them every time afterwards.