Card scripts are more general than button scripts. For example, if you want all of a card's buttons to have the same effect, you'd put the handler in the card's script rather than in each of its button's scripts.
In the same manner, if none of the levels so far has been able to handle the message, it is passed on to the current card's background's script, then to the current stack script, then to the stack script of the Home stack. If none of these has a handler for this message, HyperCard itself may know what to do with the message. It's like training children by training their parents.