Due to safety reasons, many appliances and machines have an emergency shutoff valves in case there is a problem. For instance, at a gas station, there is a shutoff valve in the store where the clerk can instantly shut off the gas in case someone drives into the gas pump. This could cause a fire and the gas would need to be turned off so that the fire would stop.
A compressor is a machine or device that pushes gas or air into a smaller space. When gas is involved, there is always a cause for concern. Besides safety, there is also another reason for having a shut off valve on these devices. It allows the freon or other liquid used to make the machine function to be spared when installing or servicing the unit.