1) It is more realistic. Like it or not, that is the way the real world works. You want your wargame to be more realistic right? There ya go.
2) More tense, more excitement, more fun. People dont flock to play Chess like they do to the Casinos do they?
3) It makes the wargames more accessible to new players. Yes, you hate it when you play better and some new guy, that made lots of mistakes beats you because of luck. Well, so what? Thats life. It happens in real war. So let the new guy enjoy a cheap win. Why not? You still had a fun time playing an interesting, historical strategy game and learning a few things.
Look at this from the new guys perspective. Would you like to play a new game where you are 100% guaranteed to always lose for the first 40 games while you are learning it? Doesnt sound like fun to me. We complain about shrinking numbers in our hobby. Why is it so hard to find new players? Well, gee. Maybe if the hobby was a little more welcoming to new comers, it would get better. Even if you are very nice, losing EVERY time is not welcoming.
More luck opens up more opportunity for new guys to actually win. This is a good thing!
4) It teaches you good, real world, command/leadership skills. In the real world, things often go wrong too. Many things are out of your control. Murphys law. Do you ever see problems come up at work? Things that break and go wrong when they shouldnt? The schedule gets completely blown out? Sure. It doesnt do any good to complain about the odds or explain about how that should have never happen.
What can you do? What do you do now? How well can you react? Did you have a contingency plan? Why not? That is what the best leaders do! It is a big part of what made Napoleon so fast and devastating. (Not that he just had a big + combat modifier.) Plan for things possibly going wrong. Look for new opportunities to exploit now that things did go wrong. When one door shuts, new ones open up. Learning to live with and manage luck, trains you to be a better leader in real life.