Rinsing removes Quinoa's natural coating, called saponins, which are a naturally occurring phytochemical that give unwashed quinoa a bitter taste. Saponins are found on various structures of many plants, depending on the species, such as stems, flowers, bulbs, leaves, seeds etc. In Quinoa specifically, most of the saponin is concentrated on the seed. 

The need to rinse Quinoa is really a personal choice. For those who don't love the taste of Quinoa but eat it because it's healthy, rinsing off any residual coating probably helps make it more palatable. But for those people who actually like the earthier, nuttier flavours, not to mention a firmer texture, not having to rinse the Quinoa saves time and water, then there is no need to carry out the rinsing stage.