That is not a question we can answer for you. Some one in your organisation has decided that the two status are needed in your workflows and hence set them up.
My guess is that they were thinking that they wanted a clear difference between things that had been raised and not really looked at, and things that had been refined and decided on "we are going to do this", but not started or selected for a sprint.
In plain scrum, you don't actually care about whether there's one or two status there - during refinement and sprint planning, you look at the issue and decide what to do with it. In refinement, you would simply close it as "won't do" if it becomes clear you aren't going to, or assign it back to the reporter for more info. In sprint planning, if it's got enough info and an estimate, it's high enough in the backlog and it fits, then you draw it in. Whether you have a status for that or not is up to you.
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