In the comics industry, the success of a title isn’t based on how many issues are bought by people. It’s based on how many issues are bought by retailers. A popular title which sells out of shops and a title that is widely ordered by retailers but gathers dust on shelves is essentially the same success story for a publisher. A shop is quite likely to order extra copies of the latest Batman, Superman, Spider-Man, and X-Men titles because those are popular, they’re recognizable brands, and the most likely impulse buys. But when a publisher notices a retailer groundswell of pre-ordering for comics about a group of lewd, hard drinking female adventurers in a post-modern D&D-type setting, your pull list just helped add some diversity of subject and characters to the comics industry.

So you don’t have to set up a pull list. But it does two things: it means you’ll never get to the comic shop too late to get your issue (barring human error, of course). And it helps your comic shop know how much dedicated interest there is in a title, which makes it easier for them to manage their inventory. And, because your shop will now be regularly pre-ordering your titles, that will translate to the publisher knowing there is that much more dedicated interest in your titles.
How To Buy Comics: A Beginner’s Guide to Where to Start When Reading Monthly Comics Issues