There's nothing wrong with not cutting the hay, like folks are saying. However, if you have certain weeds getting into the field, like milkweed, it can be beneficial to get those clipped off to keep from going to seed and spreading the weeds worse for next year. The local extension guy explained to me last year when we were in a bad drought, that it would be worth a little fuel to clip off my pitiful second cutting (it was hardly worth chasing the clippings around with the rake) just to help control some weeds that were starting to show up.
In the last week here, I've had a sudden spike in interest for people wanting to buy hay. So like Blueriver said, it might just be a little more money in the bank, too.