Max, basically what I can tell you is what you want to do can be done (and there are at least a few ways to do it), but maybe not in the way you appear to want it.
You asked what point there is to user profiles. Well, in a way it's latent information in WordPress. It's there if the site admin decides to make use of it---and that revolves around how one would want to put it to use, where to display it, how much and what to display, and so on. Yes it ties into ones theme, and that is because it is the central mechanism in how WordPress organizes and presents content.
You also asked "[i]s there anyway to make it so when you see a post/comment and when you click on the author of it it goes to a page that displays their website and if possible an avatar or something???" This:
is the template tag which provides that link from posts. There is no corresponding tag for commenters, but then only *registered* users can have profiles, so it would be considered redundant.
Now, what does it, as well as its bigger brother, link *to*?
That is the Codex document on the author.php template. It is considered a "primary" template for WordPress themes in that if it exists and you perform an author query (such as occurs when clicking the link generated by the_author_posts_link() template tag), it is called. A simple author template would just list that user's posts (if they exist). The Codex page above describes how you can extend it to display author profile information. From there you can add things like user avatars and the like (though this, since WordPress does not provide an "avatar" field as such, would require some custom coding, or hey maybe even a plugin!).
Now, have I missed anything? Oh yes, another reply you'll find up there somewhere from me covers Page templates. It links to a couple I've written specifically for displaying *all* authors at once, displaying their various profile details and whatnot. It even sports code for author images or avatars. It's just another way to go about this in the way WordPress can do it.