One example is they are important for oxygen and carbon dioxide exchange. In the lungs there is high concentrations of oxygen compared to the blood, so oxygen readily diffuses into the blood. In the cells, where carbon dioxide is produced, the concentration of carbon dioxide is greater than in the blood, allowing the carbon dioxide to diffuse into the blood.
Osmosis and Diffusion are forms of passive transport. Our bodies use a lot of energy as it is. Wastes, nutrients, and water all flow into and out of our cells with no energy needed on our part. If we needed to also spend energy on these types of transport, we'd have to eat 24 hours a day just to keep up with the energy demands.