It would not generally be of interest to discretionary traders (as you are likely describing) but for automated trading using statistical models it is important

It would not generally be of interest to discretionary traders (as you are likely describing) but for automated trading using statistical models it is important to be able to construct a continuous series. The sudden price jump from backwardation or contango contract shifts would otherwise appear to be a large price move. As the article points out the smoothing method chosen also matters in that ultimately some information is being lost so the smoothing method needs to match the model. I'm not sure what is meant by the rollover smoothing increasing transaction costs, this might have caused you some confusion if you're familiar with futures trading. Generally the actual mechanics of trading with the continuous series is that trade entries and exits and position sizing are calculated from the artificial continuous series and a trade that spans a roll will be rolled over (ie the previous contract position closed and a matching position in the new contract opened) on the roll date just as a traditional position would be. There would be no need to trade every day of the roll window, it would just be a paper exercise to come up with a proportional price for the artificial continuous contract.