This is a lot faster than my old method of writing code that doesn't quite work, and running the whole program over and over with small changes and print statements each time.
In languages like Lisp, this is what you use REPL for. It's an insanely more efficient way of working than the usual edit->recompile->run the whole app again.
However, couple of years working with Common Lisp and (recently) Clojure taught me that, even with a good REPL at your disposal, properly testing code as you write it can get pretty unwieldy - especially if the inputs are complex/large. I found it beneficial to write unit tests and call them from REPL instead of testing the code in REPL directly, as it's easier to maintain and develop individual test cases, as well as re-test all of them when I alter the code I'm working on.
(That's of course apart from the fact that unit tests are more permanent, and provide value later on.)
TL;DR: thumbs up for writing unit tests even when working in an interactive programming environment.