Have you ever thought about “where am I? What am I doing?” while you are playing music?
When your conductor starts the music, don’t you think “if music comes to the end, it is over.”
If the music is short enough, your memory tells you that next page has the ending. But if the music is very long, don’t you say in mind, “how many more pages shall I turn?”
It is always important to know where you are and what you are doing even in the music world. I would like to explain the importance by an example of sonata style.
Classical standard sonatas comprise Exposition, Development, Recapture and Coda.
You can easily find the end of Exposition because it has a repeat mark at its end. So, Development starts after the repeat mark. You can find the beginning of Recapture since the Recapture is exactly same as Exposition. And the end of recapture is almost the same as Exposition. Therefore, it is not difficult to know where you are in the music structure.