Vehicle scan are done with diagnostic equipment, that will scan all the control units on the vehicle & list all fault codes present.

The advantage with this is that a fault can be held in a control unit related to the system indicating the fault. To go through all the  systems separately not only takes longer, but you can't see all the information at once.

Other times it can be useful if the vehicle is near the end of it warranty period, a scan can be done to see if there are any faults that can then be rectified with under warranty.

If the vehicle is being sold a copy of the scan can show that there are no faults.