To add to Richard's answer, If the checklinks process finds detail transactions with no header it may delete the orphaned detail records. You might actually want to re-create those. You can of course print them but lots of people miss printing, printing fails, etc. With a backup you could conceivably recreate and re-attach the detail records.
Having said that, most of us have probably run checklinks without a backup. I don't view pre-checklinks backups as critical as say, pre-year end close backups.
Mark
