Basically, safety. If you have a hot oven you're going to be opening, or burners on your stove, and you can't close them in a safe room without supervision. Our Pi is pretty well behaved but she's already tried to start destroying furniture if we don't keep her supervised, and even worse than her wrecking a few things, not all my furniture is safe for her to chew! I want to make sure she's not eating anything toxic. With our p'let we also had to worry about if I was eating something like chocolate or a bowl of hot soup, because Curtis would try to eat anything I was eating and he did fall into my food once, or have guests over who are afraid of them. It's usually just about precautions, not really about her emotional health. Though I know some birds do benefit from having a safe territory which they feel is theirs.