I believe mentoring is important because there are many aspects of academic life that have little to do with the skills you hone in graduate school. Learning via mentoring is far better than trial-and-error!
I moved to Australia from the US in 2013, and in the process had to learn to navigate a very different academic culture – everything from promotions to teaching to grant writing changed. It turned out to be an invaluable experience for me, and has given me a lot of flexibility and (I hope!) insight.