When you're processing a lot of data, it can be expensive to keep re-running your whole script every time you make a change. The notebook keeps the results of your earlier steps in memory when you want to change and re-run a later step.
This is a trade-off between how much code you're writing and how much data you're processing. If you're writing maybe 20 lines of code but you have enough input that it takes several minutes to run, the notebook becomes a clear win for your development process.