Warm-blooded animals such as birds and mammals maintain a constant body temperature by cooling themselves when they are in a hotter environment and by warming their bodies when they are in a cooler environment. Hence, these animals require more oxygen $(O_2)$ for more cellular respiration so that they can produce more energy to maintain their body temperature.

Thus, it is necessary for them to separate oxygenated and de-oxygenated blood, so that their circulatory system is more efficient and can maintain their constant body temperature.