Also, a lot of people like to use the garage as additional space.
I do agree on the best way to improve the room is to insulate between the garage and the room, but that's a much bigger job.
I have my garage door insulated to also reduce heat gain in the summer. The door is South facing so heats up really badly in the summer. Some people just like the garage to be more usable space year round, so insulating the door may well be useful for lots of reasons.