Rod holes for set screws?

What does "rod holes for set screws" mean on my bracket order? Do I need them?

Rod Holes are Small diameter holes that we can drill into the tops of the round rods that extend out from the flat back bar of the bracket. They are placed 1-1/2" from the front face of the backbar. Rod holes allow you to send a screw through the top of the shelf down into the bracket rods. This effectively locks your shelf to the bracket and strengthens the entire installation. They are NOT necessary, but definitely recommended. If you choose to not use them, we recommend that you use an alternative way to fix the shelf to the bracket, like an adhesive applied inside the large holes in the shelf the bracket rods slide into. Liquid nails or silicone both work great.