Delta Hedging a short call with a long stock
I’m having trouble understanding the following statement
“If the delta of a call option is 0.4, then in order to hedge the sold call option, the option seller needs to purchase 0.4 stocks for every option sold”
I understand the math behind delta. What I don’t understand is, why does someone hedge a sold call? (While the call itself is a hedge)
Is it to be able to close the short call position and exit their obligation in the event that the spot price of the underlying far exceeds the strike price?