Why does Shakespeare use rhyming couplets in between speakers?

Rhymed couplets give a sense of finality so they bring a scene or act to a resounding close, such as "The play's the thing wherein I'll catch the conscience of the king!". They could be used at the end of a speech for the same purpose if the speech is long. Sometimes (especially earlier in his career) he wrote whole dialogues in couplets. It also gives a good, interesting sound to the story.