The article mentions one allusion Milton made to Shakespeare. It is possible that we can learn more about what ideas Milton was referencing and responding to in Shakespeare. It gives us more insight into him than into Shakespeare.

If you find someone’s copy of a book that was an important influence on them, then by reading their marginal notes you can learn something about their work or life. We probably won’t learn much new about Shakespeare from reading Milton’s comments, but we can potentially learn a lot about Milton.

Perhaps not in this case, but often marginal notes are incomprehensible without context about what else the writer of the notes was reading, thinking about, or working on. Once you know who wrote the notes you can often understand more of their content and relevance.

That's part of it, I suspect. It's all so subjective, after all. And also, as noted, it aids interpretation of Milton's work.