RSA private keys may be assigned a \"passphrase\" which - as I understand it - is intended to provide some secondary security in case someone makes off with the private key
Private keys stored on general-purpose file systems (as opposed to tamperproof, special-purpose hardware tokens) could be easily stolen if not protected. File system permissions might seem sufficient, but they can often be bypassed, especially if an attacker has physical access to the machine.
A strong symmetric cipher, keyed with a good password, helps prevent this. A good RSA private key is too long to remember (for me, anyway), but far smaller symmetric keys can provide the same level of security. A relatively short, symmetric key stored in one's brain is used to protect a large private key stored on disk.