We often feel embarrassed about making a mistake during a performance, e.g. playing the wrong note, chord or even incorrect timing. However, what you feel is incorrect and unintended may be interpreted very differently to listeners, especially singers.
As a player your ears will be tuned in to what you expect to hear, otherwise it may sound like a mistake. A singer for example may here this new key or chord and say ‘what was that?, that sounded good’ leaving the player rather confused because they may not realize or remember what they played. That’s why its important to always record.