Websites are not typically stateless, they often store information on your machine, such as a session cookie that identifies the account you're logged into. If your browser didn't block cross origin requests that aren't explicitly allowed, you could be logged into gMail and then got to randomguysblog.org and a script on randomguysblog.org could make a POST request to gMail using your browser. Since you are logged in he could send emails on your behalf. Perhaps you're also logged in to your bank and randomguy decides to initiate a transfer for all your money to his account, or just look around and see how much money you have.
To respond to your questions individually:
What purpose does this message (and it's implications) have? How is Google protected from my devilish evil script whilst I can request the same website through browser? Isn't the request identical?
It's not Google directly who is protected, it's the users of your website who are also logged into Google. The request is identical, but the users browser won't even send the request assuming the server supports pre-flight, if the server doesn't support pre-flight requests, then it will send the request but won't allow the script that initiated it to see the response. There are other ways to send requests without seeing the response that don't use Ajax, such as by submitting a hidden form, which is why CSRF tokens are also needed. A CSRF token makes an action require two requests and a token in the response from the first request is needed to make the second one.
How are there origin differences between Scenario 1 and Scenario 2 when the source is browser, my laptop, my router, my ISP, the internet and then Google in both cases.
In scenario 2 the user is making both requests themselves so they must intend to make both request. In scenario 1 the user is only trying to access your website and your website is making the request to Google using their browser which they might not want your website to do.
Why and who invented the way to discriminate against local scripts against browser itself, what purpose does it serve? If request would be malicious it would be equally malicious in both scenario's.
The purpose is to protect browser users against malicious scripts. The malicious script can't access the response from Google in scenario 1. The user can, but it's not intended to protect users from attacking themselves.
How does Google know what origin it comes from and how is it any different than me requesting their website through address bar? Once again, same exact origin.
Google can could check the referrer header, but they don't actually need to know where the request is from. Google only needs to tell the browser where requests are allowed to come from and the user's browser decides whether or not to send the request to Google.