1) grid connections fail sometimes. Do you want people freezing to death in NY when the Texas interconnect goes down for a day or two, or vice versa?
2) regional storms (Florida hurricanes, NY ice storms, etc), periodically take out large swathes of grid and would take out grid interconnections too.
Currently, the scope of the impact of these things is quite limited because everyone also has regional capacity.
But if you’re in a giant storm, you’d be super screwed and the whole region would be blacked out for awhile, because renewables also are impacted by these storms - far more than a gas turbine, for instance.
And that’s not even counting demand spikes and the like due to weather issues (longer than usual hot or cold, etc.)