The Deduction Theorem states that for a set of assumptions $\Delta$ and two wffs $A$ and $B$, we have the metalogical relationship:
$$\Delta \cup \{A\} \vdash B \implies \Delta \vdash A \to B$$
In other words if we can prove $B$ from some set of assumptions (conjoined with $A$), then it's the same as proving $A \to B$ from our assumptions.
My question here is not asking for a proof: I'm asking what it's allowing us to do. I'm not even fully sure I understand what this is saying or how its making our lives any easier.
From my uninitiated perspective it would seem that the advantage is letting us treat the logical connective $\to$ as a way to represent a proof from $A$ to $B$ within our logic system rather than mucking about in the metalogical realm, but I feel like I'm looking at it wrong / interpreting this result incorrectly.
What is the deduction theorem telling us? How does it make things more "natural"? What is it doing?