In Avengers: Age of Ultron, the titular robot compels a Korean scientist to make him a body into which he plans to transfer his consciousness. Why? Such a body would seem to make him vulnerable to the very plot he plans to destroy all life on earth.
All that matters to Ultron was to expand his power to fight the Avengers so that he could do what he wants. To increase his power, he wanted that body out of vibranium, which we have seen in the movie was very powerful (in a constructive way). If Ultron's experiment had not been interrupted by the Avengers, it could had made him as powerful as the Vision.