But following the rules makes you predictable in terms of what actions you're going to take and makes it easier for other road users to interact with you in a predictable manner.
I think the main problem is that we have traffic control devices that most people don't follow. For example, stop signs at roadways where yield signs would suffice. Traffic lights which don't switch to blinking mode when traffic volumes are low.
But there are situations where not following the rules makes things more dangerous for those involved. For example, a driver stopping to allow someone to make a left turn in front of them. That can be seen as a courteous gesture, but the car the next lane over that doesn't stop ends up broadsiding the vehicle making the left turn. In this case, just following the rules of the road would have prevented a crash like that.