When should I implement authentication in a database?

I'm currently embarking on a MongoDB project (a simple user login system), and I notice that there is an option for authentication. Here is the server string, with the userinfo shown as optional information.

mongodb://[username:password@]host1[:port1][,host2[:port2:],...]/db

From the MongoDB Manual:

Before gaining access to a system all clients should identify themselves to MongoDB. This ensures that no client can access the data stored in MongoDB without being explicitly allowed.

Why would I choose to use this feature? Shouldn't it be up to the server programmers (i.e. the ones implementing the PHP, Python, or whatever have you) to authenticate the user to determine which information to display?