Really comes into it's own when doing large threads as setting at an angle means the cut is all on one side instead of both and reduces the stress on the machine.
There are definite thoughts on whether you should do this, a bit like religion and knurling
but a lot is machine dependant.
Anyone with a rigid machine can get away with either. Like a lot of processes in this hobby / trade, there are a 1000 ways to do things, none incorrect but all different.