As stated in the suggested installation guide:
One can compare the effect of the set screws with a closed door. As long as you don't push the handle down, the door won't open. Using the set screw in this analogy has the effect that the ‘door’ is now locked in place. You can push as hard as you want, even pushing the door handle down, and it will not open.
In kid’s rooms, or in a shaky environment such as on a boat it is always recommended to use set screws. In fact, we at Hovr urge you to always use set screws to get the best performance out of your bracket.
*You should also be sure to check and tighten the set screws every 2 years or so in your installs since over time with loading and unloading, it's possible for small vibrations to slightly loosen them over many occurrences.
Learn how to make set screw holes and taps here.