Some girls need the support of a bra through the day, for a variety of reasons. For some it's because they have large breasts and they feel it helps back pain.
However for a lot of people it's not actually important to wear a bra, in that they "need one". It's just not seen as socially acceptable to go around without a bra on. Especially if you have noticeably larger breasts than say a 34 A or a 32B. As it can be quite obvious a bra isn't being worn.