Caching can be a reason. Say you do some heavy data loading / processing in step 1. Now you're developing step 2.

It'd be nice not to have to re-run Step 1 every time you want to test a change to step 2.

You could find a way to simply write your output of step1 to disk and do everything in one step, or you could let ClearML handle that caching for you--with the added benefit that others collaborating remotely can also use the outputs of steps you've cached with ClearML