If someone can tell me how spending more money and having more stuff to clean will make my brew better then let me know, but I haven't yet had a problem that this is supposed to fix.
It's not necessarily about making your brew better (though it might -- hard to tell unless you do a side-by-side test); it's about increasing the probability that your beer will be good. Very few commonly accepted brewing techniques are of the "if you do this, your beer will be good, and if you don't your beer will be bad" variety. It's possible to make good beer by (among other things):
- using straight tap water for your mash, with no added minerals
- using unboiled tap water to top up your extract batch
- not using a yeast starter
- not aerating your wort
- using bleach to sanitize
- using an open fermenter
...and on and on. There are examples of people doing all these things here on HBT, and making good beer. The reason most people don't do all of those things is that -- across a large number of batches, of different syles and using different equipment setups -- the alternative has been shown to increase the likelihood that your beer will be good.
If you're making good beer now, no reason to change. But like Bobby_M said, you may someday run across a batch where you'll have a problem that oxygenation could have prevented.