To insure the script works on the files you want it to work on.
If you use a relative path in a script (is relative the right word?), with something like:
mv *.txt /place/to/move/to/
The script will act on the files in the current working directory, which may not be the files you intend for the script to act on.
If you put the absolute path to where the files reside in the filesystem, then you can run the script from any location, and know that it will act on the files in the specified directory.
Maybe always is too strong a statement. For the scripts I was working on, it was a learning moment when I ran the script without the full path and the script errored out because the files were not in the working (home) directory. (I had ssh’d into the machine to run the script)