With boilers in general being fairly large investments, they are designed to last a number of years without additional significant expense. As with all equipment with moving internal parts, wear-and-tear plays a role in why a service might be necessary. This, coupled with the fact that for a large part of each year they are used scarcely, then relied upon heavily during the Winter months increases the risk that an oil boiler may seize, or indeed malfunction.
By getting an oil boiler service at regular intervals, you can keep on top of any niggles that might be starting with the operation of the boiler, be it internal parts needing replacing or lubrication/oiling of any moving parts which might be prone to seizing. By doing this you minimise the likelihood of a complete boiler malfunction which can cost many times the amount of a service.