I think that there's a feeling that, if you start writing something and don't finish it, it's a failure.
As someone who has far more unfinished pieces than finished pieces (sorry to anyone who reads my stuff on AO3), here are a few good things about doing this:
First, all writing is practice. Just like there are reasons to sketch and do practice drawings, writing even unfinished pieces builds your skills in drafting sentences, characterization, voice, tone, and even working in a variety of styles. If you start a story in a new style, even if you never finish it, you have some experience in that style now.
It can also tell you what you love or hate about something. Sometimes you don't finish something because you realize you don't like it. That knowledge is also valuable.
Second, you can always go back to unfinished work. The main novel that I'm querying right now is one where I wrote the first couple thousand words and then didn't touch it again for probably at least a year and a half. It's now a finished novel.
Sometimes you need space away from a story to make it work. Sometimes you need to improve your writing skills to be able to accomplish whatever you were trying to accomplish then. Sometimes you need a mental or physical health break or you just need more time in the day before you can finish something.
Third, writing is fun and you shouldn't hold yourself or your sense of success at writing to how many stories you finish. Did you enjoy yourself even for the period of time that you wrote whatever you wrote? Did you end up with something cool, interesting, fun, exciting, weird, or different? Great, that's all a victory.
