The difference between a project with a professional-looking finish or one that just looks okay, is attention to detail and patience. Attention to detail means taking the time to prepare the wood properly and patience means you need to take extra time to finish the project.
One of those extra steps is to use a sanding sealer. Why? Wood is not a smooth surface and any stain or topcoat you use will tend to "fill in" those little holes and imperfections with more product, resulting in an uneven distribution and finish. Use a sanding sealer and the stain or topcoat will be more even, giving you that fine furniture finish.
A sanding sealer does two things. First, it seals the wood which prevents top coats from soaking into the wood unevenly. Second, because a wood surface varies in hardness and height, the sealer smooths out the surface making it easier to sand uniformly.
Unless you are looking for a rustic finish, use sanding sealer on your next project and see for yourself what the pros already know, that a sanding sealer is the key to a fine wood finish.