Dice trays are great for any number of reasons. I just think they're nicer than flinging dice everywhere. They keep dice off the floor. They save figures and terrain.
Personally, I like to keep the actual area where the game is unfolding as just the diorama – no rules, record sheets, dice, and especially not snacks. Have them all on the table, but not in amongst the figures and terrain. Dice trays help with this.
On top of that, and this is mostly just me, as much as I love dice I have developed an unhappy sound sensitivity that makes certain sounds very uncomfortable. Clattery sounds like dishes top the list, but dice clattering across a hard surface will also wind me up. So a padded dice tray is almost a necessity.
But dice trays need to be nice, and I think they need low walls. One thing I dislike about box lids and deep dice trays is that when *you* throw the dice they end up on my side of the box, where you can see them but they are hidden from me by the side of the box. Vice versa. Throwing the dice where your opponent can't see them seems like a bad thing. So nice and shallow dice trays are awesome.