Does Having an Internal Hard Drive Improve Anything (Z1000Pro)

I have a recently-installed Z1000 Pro, and I am serving movies and music to it over the network from my Synology file server. Works great. Here’s the question:

Is there any reason to install a hard drive in the box? For example, if one has a lot of movies, do the posters load faster? Or thumbnails for my 100,000 photographs? Anything else? I will never store actual media in the box.

Thanks in advance.