When I build Unity project I saw that if I add current scene Unity or not the game still run fine. So what is the purpose of add scene ?
If you have not added any scenes then unity will build with your current opened scene by default. The purpose of adding scene is to handle among multiple scenes like Main Menu, Store, Gameplay, Gameover etc. To get more than one scene, you have to add all the relevant scenes, otherwise unity will not recognise the scene when you want to switch to another scene.