I must play in column 4 to block my opponent from completing their horizontal line of 4. My opponent currently has X-X-X in the bottom row (positions 1, 2, and 3), and if I don't block column 4, they will win on their next move by placing an X there. This is a defensive necessity. Additionally, playing in column 4 begins to build my vertical presence in that column, potentially setting up future opportunities.