Instructions can be funny sometimes. They tend to have generic instructions that sometimes get thrown into every die set.
If you were shooting a bolt gun or single shot (classic target or varmit rifle choices), there are reasons to consider not crimping. The bullet is usually seated right up into the rifling so that the rifling itself helps build up pressure to get a good beginning of a burn. There is a lot of thought that the accuracy is improved when there is no jump before the bullet engages the rifling. At the same time the brass will last longer because it does not get worked excessively around the case mouth. Also, the bullet does not get deformed during crimping if there is no crimp. There are almost endless other reasons as well. If shooting a match rifle at targets a few hundred yards or more away, playing with such things matters.
However, when they "play with" not crimping, they make other adjustments. Like I already mentioned, the bullets are often seated every long to engage the rifling. Powder selection is important as well some powders need to build up pressure to a certain minimum before the primer goes out or they will not burn. Magnum primers are often used too. For instance, try some H110 in a .357 with standard primers and no crimp... on second thought, don't. I can save you the pain. You will get squib loads, hang fires, and plain ole duds. Add a heavy crimp and things will work much better.
So, there is sometimes a reason not to crimp, but on a 38 in a revolver I am not seeing one.