When I'm doing my daily World Boss tour, I see a lots of people always looking for a party to join. Beside the social aspect, is there any benefit to it that I'm not aware of ?
There are a number valid reasons to join a party, none of which make it absolutely necessary to do so. Being in a party never directly influences your loot (but see 2.)
1. Protection against disconnects
When in a party, chances are you will be able to rejoin the same map instance as them after a disconnect.
2. Easier tagging/event contribution
To get the full participation credit (the gold medal) for an event, or loot from a specific mob, you have to deal a specific amount of damage. This number is shared in a group, and makes it easier to get tag the mobs before they are killed.
This can be easily observed with the pre-boss champs at the Great Jungle Wurm or Moodnir Ulgoth, where it can be hard to get gold participation without a party.
3. Boon/Buff Priority
Effects that affect a certain number of allies prioritize party members over non-party members, making it easier to buff up in a controlled manner.
However, IMO, the most common reason to join a party is "Monkey See, Monkey Do." If a new player sees someone do it, they usually assume that it's really important for something, without knowing why it makes sense. It's how I started doing it.
Many GW2 players believe that being in a party gives you a better chance to get loot, especially at large events with many mobs. However, I don't think this has ever been officially confirmed by the devs, so the best you're going to find is "anecdotal evidence", for instance:
From my own experience, I don't think the loot quality is any better or worse either way, but I suspect there may be a grain of truth to it in so far as tagging things (which determines whether you get loot, though not how good that loot is) while grouped is easier than when soloing, because (possibly) buffs that you give your teammates may count towards tagging an enemy you don't directly damage yourself. Note I'm being careful not to jump to conclusions, because this is of course also merely anecdotal.
Either way, those people looking to party up at events are most likely those who believe. If you think it's superstition or a placebo effect, don't bother grouping; it's up to you whether you want to believe. ("The loot is out there!")