Because not doing so means you can receive eMail sent to any address at your Domain and is the biggest reason for so much Spam. If you are going to take the time to create the eMail addresses you want to use -- and not receive eMail at any other address -- then best to refuse eMail sent to any address you did not create.
By default, all Hosting accounts setup at PotentProducts.com will automatically use
:fail: no such address here
Please make sure to the read the section in your 'Welcome' eMail regarding eMail address setup.