The auto play function takes care of marking all of your numbers off the card so you never miss anything.  As part of the auto play you can choose to have the computer pick the numbers for you.  Some people want to mark off the numbers themselves on the cards and if you are only playing a limited number of cards that is fine.  If you are playing a lot of cards you may not want to have to pick the numbers every time.

If you are looking to play bingo win money then you may not want to worry about following the game.  You might just want to click the auto play and then come back and see how you did.  It can be time consuming to sit and mark off numbers game after game.  With the auto play there is no need to do that as the computer marks off everything for you and lets you know the results.

If you are playing just a few cards and have the time to mark off your own cards then you may not want to use auto play but for those players who are playing multiple cards and multiple games, the auto play function is a lifesaver.