I have run across the existence of torsion as I study Reimannian geometry. I also know that in the case of Reimannian geometry, we can always find a unique metric-preserving connection with zero torsion: the Levi-Cevita connection.
This begs the question, why is torsion a fruitful concept? I have found certain answers on math.se which provide examples of connections with torsion that look highly unnatural, like this one about torsion in two dimensions. What do we as mathematicians gain by studying torsion? Is there a single "natural" example of torsion?
This Math overflow question: what is torsion intuitively seems to have fantastic answers that I cannot access - I simply do not know enough math, in particular, Lie groups and solder forms. Is there some way to "elaborate" the answers there with an example in 2D or 3D such that the essence is retained?
I have often seen this picture:
While this picture shows us what torsion is after defining it, it doesn't tell us why we would care to pick such a connection in the first place! So this is not a satisfactory answer for me right now. I want to understand why we even want torsion.

Just as in Riemannian geometry, where it is (thoroughly) helpful to have a connection that preserves the metric $g$, for any structure on the tangent bundle it is convenient for some purposes to consider connections that preserve that structure.
There are many other examples. To expand briefly on a comment of Arctic Char: If $(g, J)$ is an almost Hermitian structure, then just like we can single out a preferred connection on a Riemannian manifold (the Levi-Civita connection), we can also single out a preferred connection associated to $(g, J)$---sometimes called the Chern connection---by imposing:
But if $J$ is not integrable, this preferred connection is not torsion-free.