Speaking of lights...

Let's say you have 3 lights in a scene. All 3 Infinite. When and why would you recommend turning on shadows for more than 1 of those lights?

I examined Bagginsbill's light set. He had 1 infinite and 1 IBL. Shadows were turned on for the Infinite.

I examined another light set with 3 Infinites, 2 out of the 3 lights were turned on. In which scenario, is it best/necessary for good lighting to turn on more than one shadow?