Hi Andrew,
There's no need to do that if you only have one cartridge. Some us, though, have half a dozen or more, all set-up to go in separate headshells, so having a tonearm with a detachable headshell makes it much easier to swap between them!
Quite often it's nice hearing an alternative 'take' on your favourite music, offered by a cartridge with a rather different sonic presentation from your usual choice, especially when you can access that pleasure in a matter of minutes (sometimes seconds)
Like I said, it's a non-issue if you just have one cartridge. Once said cartridge is successfully installed in position, it's 'fit and forget', no matter whether your tonearm has a fixed headshell or not.
However, fitting the cartridge in the first place is a damn sight easier when you can remove the headshell from the arm!
Indeed. Out with of discussing the matter here, I don't worry about such things in the slightest!
Marco.