When we have data with a lot of missing values, as I see it, the missing values are likely to be observed with some systematic properties. Maybe some sex is more likely to not answer a question and leave it blank, compared to the opposite sex, and so on. I'm just wondering, why exactly is it necessary to test for the randomness of the missing values? I'm looking at Little's paper and I see no mention of why this is important.
Will not lack of randomness help us in determining how to "fill in the missing values", if that is desired?