Remind me Again Why We Have PCIE Locks?

I know they lock in the PCIE card, but what are the chances of a card "falling" out of the slot?

Basically, my G1 gaming gtx 1060 won't lock into place since the backplate is in the way of the card which is really frustrating. It's ok to just leave it unlocked right?
 
Agree with the above posts, but wanted to add that there are some cheap, flimsy cases out there that easily allow the dimensions of the PC to skew out of square, or where the retention plate is not quite to spec, and attaching the add-in board with screws can pull the far end of the card's connector edge out of the slot when not secured. Moving a flimsy case with full length, unsecured card, could potentially result in a bad connection.