Simply put, an SSR is not a perfect or 100% reliable device. They leak a small amount of current, even when off. They can fail closed (power flowing). The PID can turn them on at any moment, even if the PV is well above SV. All of these things can result in A: dry firing of the element; B: a shock to you if you're working on the system / cleaning / whatever.
A properly rated switch or a contactor serves as a mechanical break in the line, physically disconnecting the power supply / SSR / element chain. When your switch / contactor is turned off, there is ZERO connectivity between your power source and your element, regardless of what the PID is telling the SSR to do. This eliminates the possible hazards listed above (so long as you actually use it - there is no way to eliminate human error).
I would not recommend anyone build an SSR driven element without a mechanical switching means in line.
-Kevin