Why do the military say “Roger” then “Wilco” to confirm a radio message?

During the Second World War, the U.S. Navy used a phonetic alphabet to clarify radio messages. It began, Alpha, Baker, Charlie, Dog, and went on to include Roger for “R.” Because “R,” or “Roger,” is the first letter in received, it confirmed that the message was understood. On the other hand, “Wilco” is a standard military abbreviation for “will comply.”