Why peel the skin from roasted Hatch peppers?

I am new to Hatch peppers. I purposely did not peel them after roasting and made a soup/chili from ingredients found in the refrigerator. I thought it came out great. Why is it standard procedure to peel the skin off?

OTOH, I prefer mescal over tequila precisely because of it's greater smoky flavor. So maybe I'm just different. But still, I wonder what's the deal with the received wisdom of peeling them.