Its really all about what works for you. The benefits of a sump include but are not limited to: More water volume for dilution of nitrites, nitrates, phosphates, and silicates. Room for a bigger protein skimmer with greater turnover and pump utilization. Room for a refugium which provides extra nutrient export and nitrification.
If the HOB filter and skimmer are working for you, then go ahead and stick with it. Most people who are starting tanks now make room for a sump for the reasons listed above and more. Its the same thing as anything else in the hobby, people do it because it has worked for other people and/or its a popular thing to do.