It is just for convenience if you intend to use only the RAW files later.

The camera does write some color correction information into the RAW file, but it is in proprietary encrypted format (shame on Nikon). The Nikon software and some third party software that has presumably paid off Nikon or otherwise gotten the specs can read this information and use it as a good first pass approximation of color correction and the like. Still, you don't really need this information. My software, for example, doesn't decode it and I do just fine using only the raw sensor information. The automatic white ballance can get fooled in various circumstances, so it's a starting suggestion at best anyway.

The main advantage to automatic post-processing inside the camera is for preview on the camera's screen. I must say that my Nikon does a pretty decent job of that. The picture as presented on the LCD is usually pretty well corrected, especially since it's only purpose is to very that the information was indeed captured and sometimes to zoom in and look at details while I only have the camera with me. Once I get back and get the image into the computer, I only use the raw sensor data and don't care what the camera thinks was the right "correction".