The idea is that not all embedded topics will lead to discussion. Depending on the frequency of new posts in Wordpress, this may mean that you end up with a lot of topics with no replies in your main Discourse topic lists. Seeing a lot of topics without replies in your main topic lists is not great for your community health as it gives the impression of an inactive community.
When a topic is unlisted it can still be seen in topic lists normally by staff and users with trust level 4. It can still be visited by any user (e.g. if they click on the link to the topic from Wordpress). It will automatically be “listed” (i.e. appear normally in topic lists) after the first reply. You can read more about the rationale and history of this feature here: