Why should I use a rented VPS to use tubeup or any other youtube downloading script?

The description here says "This script strongly recommends Linux or some sort of POSIX system (such as macOS), preferably from a rented VPS and not your personal machine or phone."

Why should I waste my money getting a VPS? I want to download entire channels directly to my personal machine because that's where I save all my stuff to.

Am I making some kind of newbie mistake?