We don’t know, exactly, but there are a couple possibilities:
- The Others wanted the wildlings to get to the Wall – either because they might eliminate the Wall’s magical protections in the process of bringing it down (the Joramun Option) or because it’s simply more convenient to have a huge pool of human bodies for the army of the dead closer to hand – and the Great Ranging threatened that.
- The Others were after the Horn of Joramun itself, and since Benjen had gotten his hands on it (presumably ahead of Mance through some sort of infiltration mission into the graves that Mance was digging up at the source of the Milkwater) and taken it to the Fist, they went there to retrieve it. This might also explain why that one Other shows up to go after Sam, since he was carrying the horn.
- It’s entirely random.
- There’s some other reason, but we don’t know it.