"Musicians" and "Bands" are a bad example for this. A band obviously has more than one musician. But a musician may belong to more than one band. And also a musician may be a different kind of musician in each of his or her band...lead singer in one band, guitarist in the other, etc.

Also if this is a many-to-many relationship, it gives you the flexibility (in the joining table) to define when a musician was part of the band and when he/she left and other such metadata that might be useful in a band app