You might have heard the expressions "you should build your list", or "the money is in your list"... well, the reason is simply that a database (or list) of your customer and potential customers can be the source of all of your sales in your business, both now and in the future.
Ultimately, your future customers are not ready to buy now. You still need to build a relationship with those potential customers. With most websites, a visitor can either purchase or leave. If that person is not ready to buy, then it's very likely that they'll forget about you and never return.
The whole point of "building your list" is about capturing that potential customer, even if they are not ready to buy.
Over time, with emails and direct mail, you can build a relationship with that customer. Effectively you're constantly reminding them who you are, and giving them multiple buying opportunities.
Knowing that your list of potential customers will eventually buy from you, wouldn't you want to build that list?