And of course, they allow the audience to root for the main character, to hope they survive, and that they win against the opposition. They raise the conflict and tension in a scene and make you worry for the characters involved.
But if not or if you're on the fence about it, I would encourage you to consider it because they're fun - both to write and to read! Who doesn't like car chases, explosions, shoot outs, hand to hand combat, and ticking time bombs? There's a reason action sequences are a staple of blockbuster movies and many genres of commercial fiction.
