Busy people typically work on multiple items at the same time. This triggers another problem: the one of context switching. The research shows that context switching is not beneficial at all:

• even brief mental blocks can cost as much of 40% of an individual's productive time

• it takes an average of 23 minutes to regain focus after a distraction

• the average person can only keep 7 (plus or minus 2) items in their working memory

• a field study in 'rethinking productivity in software engineering' showed developers switched 13 timer per hour and spend only 6 minutes on a task before switching to another

• developers working on 2 or 3 projects spend an average 17% of their effort on context switching between tasks from different projects.

• heavy context switching can lower your IQ, temporarily, up to 15 point.

Remember this: the switch itself takes only a few tenths of a second. However, the cost of each switch is huge: it takes more time to complete a task and more errors are likely to happen.

Focus

While teams work within the area of complexity and unpredictability, "focus" serves as a clear direction: getting anything meaningful done. Focus facilitates collabortion. Focus can lead the team to discovering their best way to get the work done sooner and minimize waste. It helps to keep it crystal clear what are the most important things to do right now. 

Timeboxed events create a sense of urgency and help us focus on the purpose of the event.

These are just a few examples of how the Scrum value of focus lives within a (Scrum) Team to help them maximize the benefits of Scrum.  There are many more.  While setting goals give direction, focus helps to actually achieve the goals.