Like with your own computer you don’t want to let your site become infected by a virus, that could cause you all sorts of problems if it were to happen. Now you might not even think its possible for a virus to happen, but if you use an FTP client, or your sites been hacked it is a possibility.
If that were to happen then when visitors came to your site they could see an error like “Warning!!! Suspicious site!!!” when they came to your site.
Your homework now is to install a security plugin like WordFence or to get a service plan with Sucuri to protect your site.