Sometimes you look at your pedigree, especially online, and think your work is all done (because everything else is a brick wall, or someone else has done so much). But, even if lots of things have been found for your direct ancestors, what about their other relatives. If you are just looking at your direct line, you could be missing out on all their siblings families.
Also, by looking at other relatives, you might find info on your direct ancestors. Families often traveled together and lived near each other. Or maybe you are the descendant of child number 5 of 12 and only the family of the oldest passed down the family records. Researching your non-direct ancestors can lead you to find cousins you never knew existed. And it gives you something new to look up when you feel you have exhausted all the resources on any particular person.