If your condition isn't on the VA's presumptive list, you have to prove it's connected to your military service yourself. That's where a nexus letter comes in. It's a piece of medical evidence, written by a qualified professional, that directly addresses the link the VA is looking for.
A lot of claims don't get denied because the condition isn't real or the service member wasn't hurt. They get denied because the file never explained, in the VA's terms, how the current condition connects back to something that happened in uniform. A strong nexus letter closes that gap.