I only did because I was going through a fertility clinic, and as part of the follow-up to getting your bfp, they monitor your levels to make sure they are rising accordingly. Once they feel that your levels are rising nicely I stopped getting them tested (I found it WAY too stressful anyway). And then they'll do a 6 week ultrasound, and then a follow-up prob. at 8 (depends) and then another at 12.
I don't know what the other ladies situations were, but this was mine.
For my friends who didn't need fertility treatment, they never had their levels checked either.
Hope that helps understand a little.