Spectral leakage
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A common misconception is that spectral leakage is an artifact of the discrete Fourier transform, and the purpose of windowing is to mitigate it. But in fact windowing is the root cause of spectral leakage. And in fact the DFT is actually a way to create the illusion of no leakage. (Also required is a rectangular window and a signal whose spectral component(s) match one or more DFT basis functions.) However, the actual Fourier transform of a windowed signal reveals that the leakage is always present.
Non-rectangular window functions actually increase the total leakage. But they can also redistribute it to places where it does the least harm, depending on the application. In general, they control the tradeoff between resolving comparable strength signals with similar frequencies and resolving disparate strength signals with dissimilar frequencies.