For the consumer: PlayStation services like trophies, friend list, seeing who plays what, etc.But... why? It's a single-player game.
For Sony: data, control, growth and engagement of network members.
The implications are speculative but possible outcomes nonetheless. They could deny you access to games, either by mistake or willful, e. g. if you break the TOS or because licence agreements change and/or you don't agree with the changes. For online games they could require your account having PlayStation Essential even on PC. A security breach could mean your data is compromised as well even if you play on PC only.
For critics of this service it's just another layer of security risks and control. PC users are historically critical of such things because they are used to much greater control over their data, environment, how the OS behaves, how they want to run their games etc. There are people who wouldn't touch Windows with pliers and prefer Linux for gaming. It's a spectrum and Sony's idea is pushing it towards a mostly unwanted direction of that spectrum.