Sally is right, you can get a huge heavy snowfall during the night, and by morning, the damage is already done. You sometimes just can't keep up with it. OP doesn't say where they're located so it's hard to make a guess why they feel it's necessary or even recommended.
Near me there's a house that every year wraps up their arborvitaes and I always wonder why. This year they seem to have cut them shorter too (I'm sure it gets harder to wrap them the taller they get unless they hire a landscaper to do it). The house faces a busy street, but they seem to create more problems with the burlap, there are always completely brown dead ones mixed between the others, so the burlap isn't really helping much.