I must block column 4 as my opponent has a diagonal threat there. If I don't block, they could place an X in column 4 which would connect 4 Xs diagonally from bottom-right to top-left (starting from position [5,5]). By playing in column 4, I not only block their win but also continue developing my position in the middle of the board, which gives me more options for future moves. This is clearly a defensive necessity.