It keeps the logs cleaner. If you either don't look at the logs at all, or have fancy log analysis systems, then it does not matter. But if you are in the middle, and just manually look at the logs every once in a while, this would be a great help.

If you are logging in via ssh, the chances of being locked out arr low - using password auth is a bad idea, and once you set up ssh keys, the connection will always succeed. And in case of rare event like new system setup, you can always ssh via some other system, -J is great for that.