That's a really good question. When I questioned my dealer about it, he said if the house is older it's not tight enough to need one. I believed him. The next closest dealer said the same thing.
I still don't have one, but after reading the comments here, I will have one in my future house.
Without an OAK, the stove is pulling cold air through cracks in the house and into the stove. Theoretically, the harder the stove works, the more cold air it pulls through the house. With an OAK, the cold air is pulled into the stove directly, not through the house. This should translate to a warmer/less drafty house when it's super cold outside.
Also, with an OAK supplying ample air, combustion is better, so the glass should stay cleaner longer.
If your house is tight, you might have an issue when the stove is lit, if the hot water heater (if it's gas), the clothes dryer, and the bathroom fan are on all at the same time. The stove might not get enough air and have poor combustion.