Pergunta rápida - Por que usar cabeçalhos pré-compilados?

EDIT: Lendo as respostas, suspeito que o que tenho feito com elas seja meio estúpido:

 #pragma once

//Defines used for production versions

#ifndef PRODUCTION
#define eMsg(x) (x) //Show error messages
#define eAsciiMsg(x) (x)
#else
#define eMsg(x) (L"") //Don't show error messages
#define eAsciiMsg(x) ("")
#endif //PRODUCTION

#include "targetver.h"
#include "version.h"

//Enable "unsafe" but much faster string functions
#define _CRT_SECURE_NO_WARNINGS
#define _SCL_SECURE_NO_WARNINGS

//Standard Includes
#include <stdio.h>
#include <tchar.h>
#include <iostream>
#include <direct.h>
#include <cstring>
#ifdef _DEBUG
#include <cstdlib>
#endif

//Standard Template Library
#include <bitset>
#include <vector>
#include <list>
#include <algorithm>
#include <iterator>
#include <string>
#include <numeric>

//BOOST libraries
#include <boost/algorithm/string.hpp>
#include <boost/lexical_cast.hpp>
#include <boost/scoped_array.hpp>

//Windows Includes
#define WIN32_LEAN_AND_MEAN
#include <windows.h>
#include "FILETIME_Comparisons.h"
#include <shlwapi.h>
#include <Shellapi.h>
#include <psapi.h>
#include <imagehlp.h>
#include <mscat.h>
#include <Softpub.h>
#include <sfc.h>
#pragma comment(lib, "wintrust.lib")
#pragma comment(lib,"kernel32.lib")
#pragma comment(lib,"Psapi.lib")
#pragma comment(lib,"shlwapi.lib")
#pragma comment(lib,"imagehlp.lib")
#pragma comment(lib,"Advapi32.lib")
#pragma comment(lib,"Shell32.lib")
#pragma comment(lib,"Sfc.lib")
#pragma comment(lib,"Version.lib")

//Crypto ++ Libraries
#ifdef _DEBUG
#pragma comment(lib,"cryptlibd.lib")
#else
#pragma comment(lib,"cryptlib.lib")
#endif
#define CRYPTOPP_ENABLE_NAMESPACE_WEAK 1
#include <md5.h>
#include <sha.h>

//String libraries
#include "stringUnicodeConversions.h"
#include "expandEnvStrings.h"
#include "randomString.h"
#include "getShortPathName.h"

//Regular Expression Libraries
#include "fpattern.h"

//File Result Record
#include "unixTimeToFileTime.h"
#include "fileData.h"

//Writer
#include "writeFileData.h"

//Criteria Structure System
#include "priorities.h"
#include "criterion.H"
#include "OPSTRUCT.H"
#include "regexClass.H"
#include "FILTER.h"

//Sub Programs Root Class
#include "subProgramClass.h"

//Global data
#include "globalOptions.h"

//Logger
#include "logger.h"

//Console parser
#include "consoleParser.h"

//Timeout handler
#include "timeoutThread.h"

//Zip library
#include "zip.h"
#include "unzip.h"
#include "zipIt.h"

//Scanner
#include "mainScanner.h"
#include "filesScanner.h"

//Sub Programs
#include "volumeEnumerate.h"
#include "clsidCompressor.h"
#include "times.h"
#include "exec.h"
#include "uZip.h"

//64 Bit support
#include "disable64.h"