The purpose of them is to prevent the contents of the directory from displaying if directory listing is enabled on your server. Apache servers by default have directory listing enabled.
There are several instances where given the right circumstances you might be able to attempt to browse to a folder directly. These would mainly be caused by a server which is not configured properly, or an exploit. Therefore it is really best if you just leave the index.html files alone (they aren’t hurting anything, and they don’t take up that much space).
I’d even go as far as to suggest that you too add an index.html file to any and all folders which you create.