the finally block is used for code that HAS to run, regardless of what happened in the try/catch. As the other ranchers said, if you open a connection to a database, you need to close it regardless of the success/fail of running your SQL.
If there is nothing that needs to run, there is no reason to have the finally block.
It's analogous to an if/else block. the 'if' and 'else' are often used together, but if you have no reason for an else, you don't need to code it.
There are only two hard things in computer science: cache invalidation, naming things, and off-by-one errors