Having multiple saves has numerous benefits. One of them is that it allows me retrace my steps to a previous level so that I don't miss anything critically important. With how simple the game is there are only two types of things that I can miss in this way; the first is a secret area with lots of goodies like health pickups or perhaps a chaingun. The second thing is the entrance to the secret level and since I intend to complete every level in the game I need to make sure I don't miss any of them. While we're searching for that level we'll also be getting shot at. Sadly for our protagonist that's a typical work hazard..