Only when the song you're recording has p's, b's and to a lesser extent, t's included in the lyrics.

Seriously, aside from keeping singers at a specific distance from the mic, it also helps to catch some wayward spit from hitting the capsule - keeps the mic from smelling like a sewer over time. Some engineers say that the nylon screen seems to have a effect on high frequencies so that they use something that looks like a thin metal plate with lots of holes punched into it (e.g., BLUE pop filters).