Not setting it can cause tools such as CloudFlare to block the request with something such as:
The owner of this website (extensions.xwiki.org) has banned your access based on your browser's signature
Cloudflare's doc states:
Browser Integrity Check looks for requests with HTTP headers commonly used by spammers, bots, and crawlers such as requests with a missing or non-standard user agent. If a threat is found, CloudFlare will present a block page.