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Internal membranes allow better regulation of cellular processes.
For example, by enclosing the genetic material inside the nuclear membrane, another level of regulation of genetic expression is added, since transcribed mRNAs must be transported to the cytoplasm for translation.
Also, internal membranes allow compartmentalization within the cell, so that chemical gradients can be maintained across these membranes. Such gradients can then be used as a useful source of chemical energy. For example, in mitochondria, H+ naturally wants to diffuse from the intermembrane space, where it is more concentrated, to the matrix, where the concentration is lower. By forcing this diffusion to take place through specific channels, the energy of H+ ions moving across the membrane can be used to do useful work in the cell. This is in part how ATP is created in mitochondria, using a H+ gradient to drive the "molecular motor" of ATP synthase.
Internal membranes can also be used to transport proteins or other substances by enclosing them within a membrane. This is important, for example, in immune cells which produce lysozymes. If these lysozymes were simply produced in the cytoplasm, they could very easily kill the cell. By enclosing them within a membrane (such enclosures are called vesicles) and transporting them outside of the cell, their destructive action can be targeted at specific cells, such as an invading bacterium.
These are just a few of the many advantages of internal membranes. Just as human industry works more smoothly when it is compartmentalized and specialized, such a "division of labor" within individual cells is also more productive.
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