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Some applications or patches include registry changes that require a reboot to take effect. In many instances, you are given a choice after installation to reboot immediately so the changes take effect, or to reboot later (the next time you start your computer). Depending on the circumstances, you can take the latter option.
Whereof one cannot speak, thereof one should be silent.
Basically every time you restart your computer, it takes information from the registry to set it up how you left it. When you uninstall or install, it changes the registry so next time it will start up differently. Technically you don't need to restart, but just know that next time you do restart it will be under the settings that you have configured.