Think of it more like "why is it important to have Spanish as an option for captions in an area that knows it has a large audience of L1 Spanish speakers?". English/<insert dominant local language> is pretty much a foreign language to many signers. Their native language is ASL or whatever other sign language they know, and these languages aren't just 1:1 mappings of words in the local dominant language to hand signals. They have many dimensions of expression for encoding meaning like facial expression/body motions, speed of the sign, amount of times they repeat the sign that have grammatical meaning that spoken languages express with inflection (noun cases, different verb forms) or additional words. For example, where an English speaker would use words like "very" or "extremely" or choose adjectives with more intense connotations an ASL signer would repeat or exaggerate the sign they want to emphasize (often by signing it more quickly, but it frequently involves intensifying multiple parts of the sign like the entire motion or the facial expression as well).

What captions? There’s no widely-used written form of ASL.

If you meant the English-language captions, well, it should be apparent why some people prefer content to be dubbed in their native language rather than reading subtitles in a different language that they understand less well.

Most sign language users are functionally illiterate.

https://academic.oup.com/jdsde/article/17/1/1/359085