They often have a sense of authenticity. Since they are based on real events, they can feel more relatable. For instance, a play about a historical battle can make the audience feel like they are getting a glimpse into the past.
They often have a sense of historical authenticity. For example, in 'Julius Caesar', the settings and the basic sequence of events related to Caesar's life and death are based on historical records. This gives the play a certain gravitas.
Then there's 'The Crucible' by Arthur Miller. It was inspired by the Salem witch trials in American history. Miller used this true event to comment on the McCarthyism of his time. The play shows how mass hysteria can lead to false accusations and the destruction of innocent lives.