It's good to know for health reasons at minimum. Obviously, a male can't become egg-bound, so it helps with diagnosing a sick bird quicker!
That said, I do have a male mitred conure that hasn't been DNA sexed! 18 years old, and, knock on wood, no eggs! LOL I would be rather surprised if he did turn out to be female! His foster parents thought he was probably a girl, due to him bonding with a male amazon... but there are lots of same sex pairs who do quite well together!