Of course there is : playing without being tempted to savescum when you get a bad result or when you realise you did something stupid.
Of course, you could simply ignore the ability to savescum, but I'll be frank, the temptation is often too strong when my heir just died in CK2, only leaving his drooling inbred cousin as my next character ^^
The game is more tense when I know I simply CANNOT revert to an earlier save, and I have to roll with the bad stuff. Makes sense in Paradox games, where you often can recover or at least try to live through the consequences. And with Ironman, I can't chicken out of it