There are advantages to setting up an HSA. The money that you contribute to the HSA earns interest.
When you make your own HSA contributions (as opposed to using your employer's salary reduction arrangement) you make the contributions during the year with after-tax money, and then you get to deduct your contributions on your tax return (line 25 on Form 1040), regardless of whether you itemize deductions or take the standard deduction. And the HSA contribution can be deducted from taxable income for some states.