The crimp holds the bullet in place for a bit longer while pressure builds. I've heard that some powders get more consistent ignition if you use a crimp.
It can also be necessary in some semi-autos and lever actions to prevent bullet setback on feeding.
I load only for single shots and bolt actions. I have never crimped any of them and I know most people don't. The only way to know if it helps or hurts you is to try it.
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