Mainly using a cookie sheet with aluminum foil or a cookie sheet with parchment paper has very little to do with the cooking aspect and more to do with excess grease. People typically use those to make cleaning up easier. Personally, we do not believe cleaning up a sheet pan is complicated so we use it as is, let grease solidify, and scrape off into the trash. I try not to use excess items if not completely necessary for monetary and environmental reasons.