If you're behind a masquerading NAT (as most home users are these days), there is a limited pool of external ports, and these must be shared among the TCP connections. Therefore masquerading NATs tend to assume a connection has been terminated if no data has been sent for a certain time period.
This and other such issues (anywhere in between the two endpoints) can mean the connection will no longer "work" if you try to send data after a reasonble idle period. However, you may not discover this until you try to send data.
Using keepalives both reduces the chance of the connection being interrupted somewhere down the line, and also lets you find out about a broken connection sooner.