1/ if a fry gets sucked in the filter...it is a big loss
2/ you are adding a place for bacteria to establish itself, thus add more filtration qualities to the tank
1. protect fry.
2. protect filter if you have a sand substrate, it can damage the impeller if it gets sucked in.
3. it also does give a place for more benificial bacteria to grow, and also a place for fish to nibble off of food that gets sucked into the prefilter.