Besides getting more items and materials, certain endings will give you access to unique boss fights, techniques, achievements, and outcomes. If you want to receive the All Bosses trophy or achievement, it's necessary to unlock the "Shura" ending  to face and defeat Emma. In addition, the "Shura" ending is the only way to unlock the One Mind technique. The other endings allow you to unlock the Dragon Flash technique. So, if you want to unlock and learn all the various techniques in the game, you will want to play and unlock everything. Plus, it will give you the most replay value out of your Sekiro gameplay experience.