Canonical transformations are important for classical mechanics for the same reason linear transformations are important for vector space theory. The important structure on a vector space is its linear structure, and linear transformations are transformations that preserve this. The important structure on phase space is the symplectic structure, and canonical transformations preserve this.
Similarly, diffeomorphims are important in the theory of smooth manifolds, and conformal transformations are important in complex analysis and Riemann surface theory, and Unitary transformations are important in quantum mechanics. All these transformations preserve the relevant structure. The structure is usually defined by an algebra on the set, like multilinear/tensor algebra on vector spaces, or the Poisson bracket algebra on phase space for classical mechanics, or the inner product on quantum mechanical Hilbert spaces. But another point of view of thinking about the structure of sets was pioneered by Felix Klein, i.e. defining the structure of the sets by giving the transformations that preserve that structure. This is the idea behind the Erlangen program.