The more allies you gain, the more fights during The Final Battle will have additional assistance on your side, and the more hints you are able to gain. For example, if you complete Wisdom of the Ages, a group of Argonians will fight beside you when you hit a particular wave of enemies. If you don't complete that quest, you'll have to fight those enemies by yourself. If you don't rescue Malkur Valos, you won't be able to ask for his advice when you get to a certain location; if you don't help the Soul-Meld Mage, he won't be there to guide you through a particular part of the dungeon.