If you don't lock it straight ahead, and the wheel turns, the ATV will not track behind your tractor. It will run off to one side. That can get inconvenient if you have narrow spots on our trail. You'd also have to be constantly looking back to check on it.
Depending on the steering geometry, it may be that the wheel will self-center. However, even if it does, I would not want to count on it. Rough terrain or an obstacle could knock it out of line, causing the ATV to swing to one side or the other.
