I could be a wiseguy and say that they're there to make sure that your stubble is neatly aligned after a single-pass shave, but I think that the major purpose of the comb or safety bar is to make sure that the blade's angle of attack is somewhat correct by continuing the curve of the head and to keep just a tiny bit of space between your skin and the blade's edge.
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Newbie Question - Why do DE's have combs?