This automatically pulls in and updates your contacts in Mailchimp and includes useful information like Wine Club status, various measures of purchase history and more. Why that is important is it allows you to use one singular list and segment within it using a combination of WineDirect data and Mailchimp data.
If you are just manually pulling lists and uploading them as separate lists in Mailchimp, then you will be unable to use sophisticated segmenting tools long term. There are ways to do this manually, but this integration is happening in real-time, effectively, which makes it more convenient and more accurate.
It also enables you to do a lot more automated campaigns that will just work while you sleep.