What is a Headshell and what does it do ?

When you need to replace cartridge it's easier with removable headshell.
There are also upgrade options for better headshell. Having more than one headshell gives you advantage to mount fast cartridges with them for certaine purposes you may entertain.

If you plan to have 2 different cartridges with same VTA and VTF when mounted, than you just swap'm. If you plan to use another cartridge let's say for 78rpm records, regardless of VTA and VTF it probably wouldn't matter

note that on some headshells there's the screw hole to mount extra weight. all to match one cartridge to another