Since populations are typically large in size, it is important to use a sampling distribution so that you can randomly select a subset of the entire population. Doing so helps eliminate variability when you are doing research or gathering statistical data.
It also helps make the data easier to manage and builds a foundation for statistical inferencing, which leads to making inferences for the whole population. Understanding statistical inference is important because it helps individuals understand the spread of frequencies and what various outcomes are like within a dataset.