Why Do Emulators Need SegaCD and 32x Bios?

the Gen BIOS doesn't do much. and what it does do, is emulated near-perfectly, using similar, but different (to avoid legal liabilities) code

the Sega CD and 32x have more complex BIOS chips, that haven't been emulated, so the real images must be used.
The Genesis BIOS doesn't do anything that's actually useful. It's there solely to help Sega haul unlicensed publishers to court, and adds no additional functions to the system. AFAIK, the first few Genesis models don't have a BIOS at all and boot directly from the cartridge.

Generally speaking, a BIOS is necessary when software is on disk, tape, or some other format that requires the CPU to talk to a drive before the program can be loaded; the BIOS provides that initial code to load the program from disk/tape, and usually also a standard library of disk/tape and other functions for programmer convenience and/or to allow for hardware changes. A few cartridge systems (Neo-Geo and GBA, for instance) have substantial BIOSes, but it's more common to boot directly from the cartridge.