White blood cells have adapted so that they can perform their function in the best way possible.
The function of a white blood cell is get rid of any harmful micro-organisms in the body before they cause any damage to the body.
One adaptation of the cell is that they are able to squeeze through small gaps. For example through capillaries to get to where they need to be in the body. They are able to do this because they have developed a flexible cell membrane (outside wall) which enables them to move more easily. It also lets them change shape and wrap around the foreign bodies so it is easier to engulf them.
The cell membrane has also been designed to be very sensitive. It has to be so that it can easily detect and foreign micro-organisms in the body.
In order to destroy the micro-organism, it needs to be engulfed into the white blood cell, so that the enzymes that are inside it can start to digest the foreign bodies.
All of these adaptations are for the primary purpose of combat against disease and other materials that are not wanted in the body.