There are two advantages with 4-20mA current loop over 0-10V signals ....
1. A current loop signal is less susceptible to interference and noise, particularly over longer distances. The transmitter produces a load independant output (within the range of the transmitter) so volt drop is also generally not a problem.
2. The 4mA zero offset allows you to detect failure of the transmitter. With 0-10V, does 0V mean zero measured parameter, or transmitter failed ??
As to why 4-20mA ... who know ??