Hi Jake,
Let me add to the answers already presented that this security measure will ensure that only registered users will be able to access the app.
If you don't create a custom role for this app, all registered users (even those which are logged in another apps in the same environment) will be able to access the app. Don't forget to assign the custom role to the users you want to give access to the screen (you can use the Users app for that).
Cheers,
António Pereira