We definitely need auditors. Not to make our life difficult but to ensure that at least, to a certain standard, certain needed requirements are met. And some (probably) mind-boggling and tedious regulations are practiced (at least at the eleventh hour before the auditors come to check) to produce better outcome than suppose without it.

The dilemma of IT workers needing auditors is probably somewhat relevant to the question of why students need exams -- to capture our understanding and ensure that we do our job ;)