When the "FOCUS SET" button is necessary?

First I apologize for a newbie question like this.

I just got 400mm DO yesterday.
I already know that the 400mm DO lens doesn't have the "FOCUS SET" function like the 300mm f/2.8 IS & the rest counterparts.

But I just wondering, when do you actually need to use "FOCUS SET" feature?
As far as I understand, the FOCUS SET is dedicated for taking shots on multiple places that have different point of focus.

FYI most of the time I will use my 400mm DO for birding & aviation shots anyway.

Will the lack of "FOCUS SET" feature affecting the bird & aviation shots?

No - the lack of a focus preset won't affect you birding ability. The focus preset feature is for storing a given focus distance in memory. For instance if you're shooting a baseball game and you wanted to pre-focus on first base. You would turn the prefocus feature on (just like turning on IS). Then you focus on what you want to shoot (push shutter button halfway to set focus). When focused push the Set button to store that distance in memory. Done. Then you would shoot all different distances but if you wanted to quick switch to first base (to capture a pick-off play for example) you're ready. Just jog the extra ring in front of the focus ring to set the stored prefocus distance and fire. I use it to shoot at birdhouses in different parts of the yard. It simply speeds up the action if say your previous shot was taken at infinity and your prefocus distance was much closer.

I've rented the 300mm f/2.8 and 500mm f/4 for airshows and tried using the focus preset buttons for the show. I set them using a point on the runway, presuming that the planes would be roughly the same distance when they passed. I'm not a birder, but I assume the same technique could be used.

However, I quickly found that this only marginally helped. When I could get a solid lock, at least the lens didn't have as "far" to focus, and could focus much faster. However, more than half the time, I found the focus preset just didn't give me much - I was moving around the field too much for it to really benefit.

So... I would say you're not really missing much, and I wouldn't let it bother you.