Do not understand "for i in range()"

I'm very new to Python in particular and programming in general.

I'm currently watching a CS50's "Introduction to Python" course and reached the "for i in range(x)" loop.

And I can't seem to understand it. I understand how it works and what it does, but I can't understand, *why* it does that.

Like, why "i" becomes each of the numbers in the set range? What happens behind this command? Why does this whole command behaves the way it does?

I'm sorry, maybe this question is dumb, maybe I am simply missing the point, but if anyone could explain to me in a simple way, I would greatly appreciate it