The explanation per the manual between your legs says that the wind deflector does not need to be in place when the top is not down (we all know this obviously or they wouldn't have made it removeable). By removing it, the air will circulate through the car more efficiently when you have the top up and your windows down and/or using your air conditioning/heating/defrosting. So when/if you do this, there's the place to store your deflector.
I could pose a similar question to people who leave the wind deflector and roll hoop inserts in place but roll their windows down with the top down...you're still getting the tornado effect, so why bother even having the deflectors in place if you defeat their purpose?
Now I'm not saying I agree with what Porsche is saying 100%, and I don't have a pouch to put my deflector in before storing it in there anyway, so when I'm not breaking the bottom holding tab off of the roll hoop


, I just leave the deflector there because I don't want to have to bother to take the damn thing out every time I want to use it. I have, however, noticed that the airflow in the car is somewhat better when it is not there (top up), but it's not a significant improvement to where I'd want to bother inserting and removing the thing all the time.
Another reason could be to deter theft if you walk away from your car with the top down (I know, I know, but people DO do it), but at the same time, if the thief knows where to look it doesn't really help much, so that's a straw grab. But also, if for any reason at all you do remove it, you have a place to store it that isn't one of the trunks where it can slide around or hit/get crushed by something. This does give it a very occasional purpose.
Mine is in the house since I broke that holding tab, but if I had that pouch for it, I'd be storing it in that space so that it stays with the car.