It's great to have the tab groups, but sometimes you want to preserve sets of windows (and without having to name all of them).
For example, If you have a set of windows and tabs that you want to work with only at the office, and then a different set that you want out of the way until you're at home, at the end of the work day you can save what you're doing as a session, close all the windows, and then restore your home session.
As to the auto-saving of sessions, it's great to have the "Reopen all Windows from Last Session" command, but sometimes system re-starts and various flukes and user errors cause the browser to be quit with a bunch of windows open, then re-launched and quit without those windows being reopened first. Then your workspace has been wiped clean, unless you had the foresight to name all your windows (i.e. turn them into tab groups).
Similarly, the "Reopen Last Closed Window" command is useful, but what if you accidentally close two windows in a row or accidentally "Close All Windows"?
These things happen to me enough (maybe I'm weird?) that I paid for a session manager for Safari. Since I can't use one with Orion at this point, I'm trying to remember to name every new window that I open ("General Window 1," "General Window 2," etc.), so that I won't lose open tabs in one of the above scenarios.
I suppose there are other use-cases—there are so many session manager extensions that there must be other ones—but those are mine.