Entrained air pockets act as tiny chambers for water within the concrete to expand as it freezes, which helps reduce the risk of scaling and other common issues. New concrete in particular will benefit, as it is the most likely to have high moisture content and has not yet cured completely to reach its full strength.
Air entrainment in concrete is especially important where salt and deicers will be used, even deicers that are not corrosive. These kinds of chemicals can be hard on concrete because they lower the freezing point of water, which thaws existing ice, but they will often refreeze when the temperature drops below that new freezing point. The result is even more freeze/thaw cycles.
Having the proper air entrainment ratio can help contain the damage caused by natural freeze/thaw cycles as well as those caused by people fighting ice in the wintertime.