The sieve is a very good means of preventing burning, because it does not allow the contact of coarse and heavy particles to the bottom of the distillation cube. Thanks to the sieve, sticking your brags becomes almost impossible and you can safely heat up your cube.
If you are distilling only liquids, such as beer or wine, there is no need for a sieve.
However, when distilling bregs, the heavier particles settle to the bottom and, as a rule, start to burn. Sieve is a reliable means of preventing this.