Here's why:
* Adjectives modify nouns (e.g., *big* house, *red* car).
* Adverbs modify verbs, adjectives, or other adverbs (e.g., *quickly* run, *very* big, *extremely* quickly).
* Adverbial phrases are groups of words that function as adverbs.
In the sentence "For example, I like apples," the phrase "for example" tells us that what follows is an example of something mentioned earlier (presumably, a list of things the speaker likes). It modifies the entire sentence, indicating the purpose of the following statement.