Its all about bio-availibility. Some vitamins and minerals are absorbed in the intestines. Many pills are done in by the stomach acid, so you actually only absorb between 30-50% (best case scenario) of what they offer. So if you are getting your nutrition from whole foods, you are getting a higher percentage of the micronutrients involved.
The #1 reason that multi's are recommended is because our society has horrible diet behaviors. Everyday people eat too much "convienence" foods offering no
nutritional value, and those trying to lose weight
generally cut back on their foods and so aren't getting enough nutrients. That is why the only thing that I recommend to anyone starting out with a routine is a multi-vitamin.