its a way of accelerating energy usage.
You use up more energy waving your arms around with 2kgs attached to each arm compared to nothing attached.
Also a good thing using weights is muscle growth. But lifting heavy weights, you're putting a heavy strain on your muscles, this will cause some muscle fibres to break apart. But your body will of course repair this damage when you rest afterwards. Now, if you repeat this lifting for many days, your body will realise that the muscle fibres there are breaking down regularly, and will therefore put in EXTRA muscle fibres to make it stronger, hoping that it'll be enough so that it wont be broken later on, therefore building more muscle. If you repeat this process many many times your muscle will keep on growing.

