The issue is that some "bug" can corrupt the i386 content or a disk error can do that. The CD is a read-only media that you can copy and have handy.
This is much like removing a leg from the chair. Still can use it, but not as stable.
Setting up new computer for remote site-WinXp-pro, others I have set up I include the i386 folder from CD on root of C drive-then direct via the registry for File Checker to look there (HKLM>Software>Microsoft>Windows>CurrentVersion>Setup>SourcePath = C:\) then I noticed the difference in size of the i386 folder in windows, and the i386 I was saving to the C:\ location- What do I need to actually have in the i386 for actual File Checker purposes??? ( I really prefer not leaving them a CD to mess about with....