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That's a good question. Why should you go through all the hassle of registering a name or device or badge?
The following are a few reasons that may make sense:
Protection: Your name or armory will be protected from infringement in the SCA -- no one else can register the exact same name or armory. Note however that there is nothing to prevent someone from displaying the same item(s) in the SCA - although it’s bad form to do so. On the other hand, nobody else will be able to have your registered armory on a Kingdom-issued award scroll.
Speaking of Scrolls: The policy of the West Kingdom Scribes is that if you do not have a registered name and arms, you cannot recieve an award scroll for an Award of Arms or other award that grants an Award, Grant or Patent of Arms, and that goes all the way up to Royal Peerages. Note that this is West Kingdom policy, and not all Kingdoms have this restriction (in some Kingdoms you can get an award scroll with the name and/or armory left blank to be filled in when they are registered). No West Kingdom scrolls will be done without registration.
Why is that? The scroll texts all say (in words to the following effect, this is the standard wording from an Award of Arms scroll): "... and having commanded Our heralds to devise a suitable and unique blazon, do hereby award him/her (Insert Blazon). Henceforth he/she shall have the Sole, Unique and Exclusive Right to bear these Arms in this Our Kingdom of the West."
If your name and arms are not registered, there is no guarantee that they are unique, or that you are the only person to bear them. Therefore the Scribes cannot make a scroll, which is in effect a legal document, that says that what you are using is your arms.
I know there's more, I just can't think of it ... anyone (this question
is aimed at other heralds)? (Hirsch)
On a didactic note, when you are granted an Award of Arms by the Crown or the Coronet,
the ceremony states "... and We further grant you the right to bear as Arms such device
as you may have properly registered with Our heralds ...". This is an order, although
a bit indirect, by the Royalty, to register something if you have not already done so.
So one could argue that once you have been granted arms (Award, Grant, Patent) you are
commanded to register a coat of arms ... if one felt like pressing the point.