Out of curiosity, what specific protocol are you taking about? I’m very familiar with a couple of these protocols, and the issue has nothing to do with wanting to know the history of the data — the issue is that they use what is, in effect, an ad-hoc delta encoding, and you can’t reliably reconstruct the complete current state if you’re missing a packet. On top of this, sometimes the packet sequence numbering is designed creatively, to be polite about it, so you don’t necessarily find out that you missed a packet as soon as you would like to be able to.