the nice thing about the tester, is that it is easy to use, and can test the multiple voltages at once, to give you an idea if something's wrong...
i.e. yeah, it turns on, and 12v is fine, but maybe one of the other voltages is off (like +5v)
plus, you don't have to remember which pins do what, or have a mistake when you do insert a pin in the wrong hole.