I add this step because I think it helps to keep the scrolls super moist while they're baking. The dough soaks up most of the extra moisture but the rolls have no chance to dry out. This isn't my original idea by any means! Many cinnamon scroll/roll recipes include a similar step. I've even seen recipes with cream poured over, but I think milk works well too and most people have extra milk on hand but they don't necessarily have cream. By all means you can skip this step if you like. The scrolls will still be delicious!