This construct is used to emphasize the fact that something is being done.
It is usually in the context of a situation where the person did not do or have it before or there is what they do is being compared to something that they don't.
"You didn't like rock music."
"Oh, but I do like it now."
"I don't play tennis, but I DO play racquetball."
"I don't have any sons, but I DO have two daughters."