Why: Save money and headache, not just on software or services, but on your tax bill. Software and preparation services won't necessarily teach you about deductions or credits that you can get, saving you money.
Example 1: HSAs. HDHP are popular right now which open up the possibility of an HSA. You can invest funds, tax free, in an HSA much like you would a 401k. If you reach the age 65 or become disabled, you can withdraw from it without a tax penalty. Some HSAs even let you use a standard brokerage account like TD Ameritrade or Schwab. It gets better. If your HR doesn't suck and sets it up under cafeteria rules, the money deposited doesn't even get taxed on Social Security or Medicare. If you have this option, use it before any unmatched 401 contributions. So if your federal marginal rate is 12%, your state marginal rate is 5%, and FICA is ~7.65%, you end up with with roughly 250-500 more dollars in your pocket depending on if you the single or family max applies to you.
Example 2: Retirement contribution credit. If you are lower income, you can get up to a 50% tax credit for retirement account contributions. So if your AGI is low enough, a $1000 IRA contribution only costs $500 because of the tax credit, unless your total tax bill is already 0. Then it doesn't matter. In that case, you should probably use a taxable account so you can access the money without paying a 10% penalty. You don't make nearly enough to be taxed on dividends or capital gains at this point. Understanding these things can save you big or keep you from tying up money in tax shelters unnecessarily.
The FIRE community is a great resource for this sort of thing.