Why the 'le'?

The full explanation is given in this lesson :https://progress.lawlessfrench.com/revision/grammar/use-le-or-l-to-refer-to-previously-mentioned-complete-ideas.

Key factors are "a subordinate clause refencing a previously mentioned idea'; dependent clause introduced by 'que'; and must be masculine direct object pronoun.

Outstanding example from the lesson:Do you want to come to the swimming pool? - Yes, I want to:Tu veux venir à la piscine? - Oui, je le veux.

In english grammar we do not have to re-reference the object that the 'want to' refers to in the main clause but in french you must and you do so by using the object pronoun 'le' before the verb or l' if the verb starts with a vowel. Of course you can make the sentence 'cumbersome' and repeat the entire idea.

"Yes I want to go to come to the swimming pool..."

One excellent example where this lesson applies is the phrase "Je vais!" = I am going (to somewhere previously mentioned in the sentence)..

Technically that is wrong. It must be "J' y vais" . I am going there!