While I likely wouldn't notice the difference, digital space is so cheap now that it costs me very little to store everything I want as lossless copies. Even if the difference is negligible, there's little reason not to get the best quality I can.

The main reasons why not would be streaming (currently Qobuz is the only one I know of that does it properly, and services like Roon + Qobuz can get pricey) and bluetooth (which doesn't support lossless at all).