ECC means not only that you know precisely when you've gone too far with overclocking, but potentially allows overclocking a bit further, relying on that some amount of trouble can now be tolerated.
It also means you're not going to break your OS by playing with this stuff. Memory corruption carries a huge risk of disk corruption, which can mean things like corrupt data, random crashes or an unbootable system that persists even after reverting everything to defaults.