They have limiter circuits to prevent a very high average power going through them which would overload the speaker-cone's travel limits, or would overheat the voice-coil.

On the other hand, very high-power, short-lived 'transients' are necessary to give proper clarity and realism to the music. Most amplifiers, even very-high power ones usully idle along at about one or two watts or less, but the extra couple of hundred watts available allow lots of 'head-room' for those high-power transients so that they don't get clipped and distorted.

A high-power amp doesn't necessarily sound very much 'louder', but it sounds very much 'cleaner'.