One of the primary reasons to use poly(A) selection is to eliminate the massive amount of ribosomal RNA (rRNA) present in the samples. The alternative is to use ribosomal RNA depletion kits / techniques to remove as much rRNA as possible before sequencing. Without rRNA depletion a large proportion (~60-80%) of the reads would map to rRNAs.
poly(A) selection also reduces the amount of pre-mRNA in the samples, which reduces the number of intron aligned reads.