So that the laptop doesn’t have any cables attached to it, or get hot. The headless Mac has the cables attached to it and gets hot, while the laptop stays cool and liberated from cables.
Why is a laptop getting hot worse than a headless desktop getting hot? Apple silicon laptops don't even get that hot in the first place. Intel MacBooks will take off like a jet engine if you dare even look at them, but an Apple silicon MacBook Pro will only give you audible fan noise under the most intense scenarios. I've done 3 hour + raids on World of Warcraft with my MacBook Pro in clamshell mode connected to a monitor and I literally can't hear the fans at all. I was even recording the gameplay at the time.
I plug my MacBook Pro into a thunderbolt dock, and with one single cable it connects to dual monitors, mouse, keyboard, DAC/speakers, Scarlett audio interface, ethernet, and charges the laptop. When I'm done using it at the desk I just unplug the cable and pick up the laptop and go. It's easy. And because it has a battery, it doesn't matter if there's some kind of power loss.
I don't really get this liberation from cables thing. If I'm at my aforementioned desk setup, it's just one cable going into the laptop. If I'm at a coffee shop, there are no cables going into the laptop. If I'm on the couch I might plug in one single cable to charge.