The Short Answer: Only dry plastics will extrude properly in your 3D printer’s nozzle. Also only properly dried materials will provide the wanted material properties, for instance, stiffness or flexibility. The Long Answer: Some materials will bind water between their molecules - similar to your clothes in the washing machine. When the plastic is heated inside the nozzle, the water inside the plastic will vaporize and expand. This causes uneven extrusion and unhappy printing experiences. This will happen with materials like TPU or ABS. It will get even worse when the water is starting to damage the molecular structure of the plastic - called hydrolysis. This alters the physical properties of the plastic, making it behave more like fluid inside the nozzle. In worst cases this will make printing an impossible endeavor. Sometimes it just makes the properties of your finished parts worse, like making them bear less load than intended.