In Jamil's podcast on brewing saison, he notes that the reason for stepping up is to achieve a high level of attenuation (dry beer), while minimizing fusel alcohols.
The natural fluctuation that you mention is the result of heat being generated BY the yeast as it metabolizes the sugars/carbs in your wort. This can raise the temperature of your fermenter considerably during the active phase of fermentation (on my system (ale pails/carboys), I've seen it as much as 5-10 degrees). This is why it is important to monitor your fermenter temp, and ambient air temp can be far less relevant.
"Whats a couple of degrees difference?", most people ask. Remember that yeast are SINGLE celled organisms. We are 50 trillion-celled organisms. 65 degrees F and 66 degrees F feel the same to us, but for yeast its could be the difference between Chicago in December and Tuscon in August. I certainly eat, digest (and likely reproduce) very differently in those two climates!
The shorter answer is by keeping control of the temperatures at which yeast are metabolizing your sugars, you are keeping control of the compounds they make, which will ultimately flavor your beer/wine/other fermented beverage.
I have made saisons without temp control, and they are good. However, I can defintely perceive fusels (hot alcohol). If you really want the yeast's spicy, fruity phenols to be apparent, with a dry finish, the step up is critical.