Why we need Cisco VPN client as most OS has build-in client?

"There are several problems:

Windows only has PPTP and in more recent versions L2TP/IPSec built-in, Cisco uses its own protocol which uses IPSec but in another way.
The VPN Concentrators only handle Cisco's own connections in hardware, PPTP has to be emulated in software, severely taxing the machine (even more so when encryption is enabled)
If I remember correctly, the licenses are even different for PPTP

On Linux/BSD it looks a little different. You can use vpnc there almost without problems. I have heard it can be coaxed to work on Windows too (using Cygwin). But honestly, Cygwin is a tad worse than the Cisco VPN client in my eyes.

The main point however is, that Cisco has its own way of connecting to its own VPN servers and Microsoft has, too. Apple perhaps too, never looked too much into that, though."