We spend around ninety per cent of our time indoors. How much daylight falls there determines how those rooms feel. Under a pitched roof a façade window is often not an option, and then a roof window is the only way to bring light deep into the room.
A roof window also sits higher than a façade window, so it casts its light further into the room. Where a façade window mainly lights the area beside it, a roof window carries light all the way to the back wall.
If you're building or renovating, now is the time to think about it. Fitting a roof window afterwards is possible, but during the works it's simpler and cheaper.