They're there to tell you everything is okay.
When everything goes to hell, you need someone to keep you grounded and tell you that it will all be okay. The best example of that is definitely Morgan and Garcia.
Morgan told Garcia she was crazy for thinking about going to a man's execution that she barely knew. And even after she did end up going, he was there waiting at her apartment when she came back to offer her a big bear hug.
Watch Criminal Minds on CBS.