From a biological standpoint, there isn't much benefit to extra tails other than symmetry, redundancy, or as a display. Otherwise, we'd probably have seen at least one mammal evolve an extra tail by now (after all, we've seen plenty of mammals, including ourselves, lose their tails).
Because the tail is an extension of the spine, it's a little difficult to evolve multiple tails, as it needs certain kinds of joints we haven't really seen in the animal kingdom. Since the spine sits on the line of body symmetry it's easier for it to extend through natural selection than to split. The tail connects at the body not in a ball joint, but in a vertebral joint. It is conceivable that you would need some kind of exotic ball joint to support multiple tails, or some kind of "multi-vertebral" structure. Both vertebral and ball joints are only between two bones, however, and there are very few examples of multi-bone "locus" joints in the animal kingdom, much less movable forms of these.
It is perhaps important to note, however, that a nekomata has a "forked tail," in that it connects to the body at a single point like a "Y" shape. It is a bit strange that nearly every nekomata depicted in anime and manga doesn't have the forked tail, but two independent tails. The forked form would probably be more likely to evolve than say something like a nine-tailed fox, where all of the tails connect at one point together.
From a mythological standpoint, the extra tails are a sign of the creature's power. A nine-tailed fox starts with one tail, then gains an additional tail for every 100 years it lives until it has nine, then begins losing tails for each of the next 100 years. When the fox no longer has any tails, it becomes a god.
For nekomata, the legend is that when a cat is 100 years old, it will transform into a nekomata and its tail will fork. To prevent this, sometimes Japanese cat owners would remove their tails if they began to live a long time. This robbed the cat of its power and thus its ability to become a nekomata.
In both the legend of the nekomata and the many-tailed-fox, and in the folklore surrounding them, their magical prowess and power is stored in these extra tails.