As a clinician, how are you to know what treatments work and which ones don't? And for whom? In terms of diagnosis....diagnoses aren't categories carved by nature, they are (somewhat) arbitrary decisions made by people, theoretically based on research (though it's questionable how much research goes into diagnosis). Remember that research in psychology is about answering questions about human behavior. This includes human behavior for those suffering, and behavior of both therapists and clients during a therapy session. Without research, those who want to help others would be merely using intuition or following in the ways of other "wise" people in the field, without knowing if those methods are at all worth using.
Don't get me wrong, there are problems with research and how it is used, but research should inform clinical practice, just as clinical practice should guide the questions researchers aim to answer.
Your participation in research is required so you know how those who choose to make research their primary task operate. There are a variety of research designs and statistics available, and a practicing clinician should know, when reading a book or a research article, how to identify the limitations of the research. Because all research has flaws or questions that cannot be addressed in a single study. Participation is one of the best ways to get a good understanding of how difficult research can be, as well as what a particular study can and cannot answer.