In some FIFA regions, it's important to make a deep run.
For instance, making the semifinals in the UEFA Euro Cup would be a real accomplishment for every team in Europe. Any European nation would consider it a success making it that far.
In other FIFA regions, anything less than a Finals appearance is a failure. If the USMNT fails to beat Jamaica in a few hours, it's been a failed Gold Cup run.
Being successful in your region is an important gauge for a national team's current state of affairs.