The function of a moss pole is to mimic a plant's natural growing environment by creating a surface that is easy for the plant to affix to, and by providing a medium that contains micronutrients. Moss poles allow for root attachment which strengthens the plant (and makes for a more attractive growth habit).
Do I have to use a moss pole?
If you were to not use a moss pole, your plant will grow however it wants to. There is nothing wrong with that, but it can limit the places you have available for your houseplant. If you like to have a little bit more control over your plant's shape, a moss pole is a great way to do this.
Which plants benefit from a moss pole?
When you're a collector of epiphytic plants like Monsteras, Syngoniums, Hoyas, and some Philodendrons, using a moss pole can help your plants to grow big and strong. Moss poles mimic mossy trees, and in their natural environment, epiphytes grow on the trunks of trees and other plants.