It is used to reliably communicate between two distributed processes.
Yes, you could store messages in a Database to communicate between two processes, but, as soon as the message is received you’d have to DELETE the message, That means a row INSERT and DELETE for each message.
When you try to scale that up communicating thousands of messages per second, Databases tend to fall over.
Message-oriented middle-ware [MOM] like ActiveMQ on the other hand are built to handle those use cases.
They assume that messages in a healthy system will be deleted very quickly and can do optimizations to avoid the overhead.
It can also push messages to consumers instead of a consumer having to poll for the new message by doing a SQL query.
This further reduces the latency involved in processing new messages being sent into the system.