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@lae
Yeah it's to make the next layer adhere, and it's also to flatten the paint. When paint comes out of a can or gun it goes on slightly lumpy (known as orange peel (or fat lady's arse) if it's really lumpy). Sanding makes it flat and smooth ready for the next layer. If it's the last coat, sanding with progressively finer paper replaces the scratches left by the previous layer with finer scratches, until you're ready for polishing (sand up to 2,000-3,000 grit paper for a normal job) with progressively finer polish (which also leaves tiny scratches, but so small that the surface looks glossy unless you look at it through a microscope).
There's a difference between flat and smooth. If you sand stuff without a block, you'll get a smooth finish but there will be shallow ripples and the high spots will remain there, because your fingers are soft and not very flat at all. Using a hard sanding block ensures that the surface of the paint is completely flat (or at least as flat as the sanding block is). This is the key to getting a really high quality finish. For bike tubes, a hard sponge or curved rubber block is great because it deforms around the shape of the tube but is hard enough to level off the high spots without deforming.
Also, always sand with plenty of water. Otherwise the paper clogs up and you'll waste loads of it. If it gets really badly clogged you can actually scratch the paint with it, too. A drop or two of washing up liquid in your water lessens the surface tension of the water and helps clear away paint.