Safety
Captive studies can afford a higher safety margin. Animals are removed from the natural predator-prey environment and have veterinary care to prevent and treat disease, parasites and injury. They are also protected from poaching, human encroachment and habitat loss. The scientists can conduct their studies in relative safety, not exposed to harsh environments and able to access medical care if the need arises. The animals with which they work are also relatively used to interacting with humans, potentially making them calmer.
Improvements
Studying captive animals has resulted in improvements in their living conditions. Modern zoos have done away with cramped cages, cement floors and iron bars in favor of enclosures that more closely mimic a natural habitat. Research facilities and nature centers too make use of this information, as do wildlife rehabilitation centers, which strive to minimize human-wildlife contact. Captivity can never wholly create the wild experience, but more natural living conditions can help induce more natural behavior.
Education
Zoologists, animal keepers, behaviorists, trainers, rehabilitators, veterinarians and veterinary technicians all go through vigorous education to earn their degrees. A veterinary education is equivalent to medical school. Those interested in working with non-domestic animals in some capacity can start their learning with captive animals. If their aim is to work with captive animals, the experience is directly applicable. For anyone heading out into the field, work with captive animals can be advantageous for basic training.
Information
Scientists would not be able to monitor wild animals as closely, often or regularly as they can captive ones. Because of this physical access to biological data, scientists have a better understanding of things like breeding behavior, gestational periods, birth and, for mammals, lactation, including milk composition. Besides contributing to general knowledge, this kind of detailed biological information aids in breeding programs that have rescued endangered species from the brink of extinction.