All I know is that it ends the game and you get an achievement. But other than that, I see no point in doing it.
After doing it the one time for the achievement, there's really no reason to do it again.
UNLESS! Unless you get to a new high round with no downs, you can finish the game with zero downs. Which...you know...that's pretty cool...I guess..
It's for the story people mostly. A lot of things that, if you decide to read into things too much, can be related to the other maps.