All proteins are not required at all times by the cell.
The expression of a gene involves the transcription of the gene, followed by translation. Both are endergonic processes and use a lot of cellular raw material. Gene regulation allows the cell to monitor these processes such that these proteins can be produced in whatever quantity when required, and the expression can be turned down or off when the gene products are not needed.
Regulation allows the cell to optimize the use of energy and resources. The protein can be produced whenever needed and in whatever quantity required. At other times, the cell need not waste energy and resources toward this process.