I've wondered about that too.
My conclusion is that they are effective for emphasis. "Conventional" phrasing can well say the same thing but don't carry the emotional impact, don't convey the declarer's dedication as well as would be liked.
"Screw you" is much milder than "Fuck you", and the choice of the first phrasing would be considered almost friendly compared to the second. (As always, contest is King.)
I believe swearing is mostly for people who want to express emotion and aren't able to do it more directly in a manner they sense would be effective.
And it's for people who would like to be more descriptive than normal speech would allow.
Arf