setting your seams causes them to sink into the fabric and gives you more precise edges. the blocks will lay flatter- and be neater....also helps that 1/4" seam more (right on)
if you don't bother to set your seam before pressing to one side or the other the excess can be 1/8"---and that 8 times equals a whole inch!
so, if you are looking for precision- technical perfection- setting your seams is an important step