All the above as antony215, says.
However it is just a personal choice. and unless your running a car with 40+psi of boost, there aint much chance of the impeller shattering.
Dump valves are also supposed to prolong the life of a turbo. But again unless your running a lot of boost, dont make much difference.
At the end of the day most people fit them cus they want the phist sound.