The purpose of mock data is to simulate data that feels dynamic and real. It could be mock data that looks as if it's originating from SharePoint, or from an external data source such as an API or a database.
Local SharePoint Workbench does not have a connection to SharePoint, as it simply mimics the canvas to host SharePoint Framework solutions. This makes developing solutions much quicker, as you can catch typical access issues early in the development cycle. It also makes the end to end development effort much more civilized as developers can be more confident that accessing data when moving to SharePoint Online-based testing is less error-prone, as code can be quickly tested against mock data first.