The burr hole can be used for a variety of reasons, such as to make a larger craniotomy, or to pass drainage catheters, allowing for cerebrospinal fluid drainage or evacuation of chronic blood.
A burr hole is a necessary part of the vast majority of brain surgeries. Why? The skull is very hard, making a traditional incision with a scalpel impossible. A saw can be used to cut into bone, but cutting the skull takes special skills and techniques to prevent injury to the brain. A burr hole makes it possible to make controlled cuts in the skull without risking penetrating trauma to the delicate brain tissues.
Think of the burr hole as the incision to perform brain surgery, rather than the surgery itself.