Built in declination adjustments like the one in my Suunto MG-2 are a welcome improvement over previous models. As far as I can tell, it's not a gimmick, rather, a pretty useful feature.
To answer your question, I don't know why you wouldn't use one. Forgetting to reset or account for local declination is like forgetting to put gas in your car.
However, if you've been doing well without one and can do the arithmetic in your head, then more power to you.
Map and compass navigation is more that shooting bearings, adjusting declinations, and putting "red fred in the shed."