The best reason to use it is to facilitate easier fingering choices. Some blues licks are impossible to play in all keys because of slide off's that need to have a certain physical spacing on a keyboard. Many pro guitarists use capos to allow fingerpicking in open chord formations. This is in the same catagory for me ..... use it to help, but learning in many keys will definatly come in handy at some point. Your ear can be your best tool .... the keys are secondary if you practice them all.