It means less hassle for your customers! Each time you successfully authorize a credit card, the authorized amount gets reserved on the card holders credit limit. That effectively means, that he/she cannot use this money, as long as you haven't claimed the money, or the reservation voids, after a certain time-frame. A finalization will open up the credit-limit for the card holder, so he/she may use it again, which is especially important in situations, where the merchant does not want, or can't claim all of the money originally authorized!