Creating UTM parameters for Facebook ads enables you to get more granularity on the performance of how various PPC strategies are working. Seeing what campaigns are driving customer engagement, ad copy, and audiences.
Without UTM parameters you would be operating blind. It is also fair to consider, are my efforts on Facebook large enough, to warrant these types of optimizations. In general you want to capture the data though, so in the future, you can use it to benchmark other performance.