Why we use dependencies keyword in {theme}libraries.yml ? and not just include the file?
A library is a set of files (CSS or JavaScript) which could be local or loaded from another site. Declaring a dependency from another library has the vantage of not requiring to know:

Which files need to be loaded
Where those files are located
Which dependencies that library has

Using a library and declaring its dependencies also means that:

A file is loaded only once
There is only a copy of a file for all the modules
A module that depends from a library doesn't need to update the list of files (which are part of that library) when the library changes its files