But why does it matter?

Because as speed increases, air resistance increases too, but not in a linear fashion (more details about Aerodynamic drag this can be found on Wikipedia) and quickly adds up to a substantial force that the car must push against. This means the engine must work much harder than if the car was moving in a vacuum, burning some fuel just to move the air out of the way.

If you want a good illustration of this, try putting your hand out the window of a vehicle moving at 30 MPH and 60 MPH. It'll be quite obvious that the force is more than twice greater at 60 than at 30 MPH.