The sales clerk is on the phone, engaged in what appears to be a very long personal conversation. No one else is in sight. You're at the end of your lunch hour. So you leave. So they've also lost a customer.
Same thing can happen with a Web site.
It may look really sharp. May have some cool content. They're going to leave. And chances are they won't be back. What a waste, when it's easy to save yourself the pain of disgruntled visitors by using simple site monitoring tools.