It makes sense to use UTM parameters when you are sharing or promoting URLS. This may be to internal social pages, to partners, or other advertising platforms. This then enables you to see the performance of these traffic sources in your own analytics. Thus helping show the ROI of the various traffic sources. And provide a basis for finding areas of improvement.
Generally it doesn’t make sense to use UTM parameters for internal clicks, within a website. As the user hasn’t changed destinations. However you may want to, in some cases, to tell the difference between multiple links on a page to the same destination, for example. In this case, you may also consider onclick event tracking as a suitable solution.