Distribution of assets and liabilities across households and possible mismatches between assets and liabilities of individual households affect the transmission of monetary policy to macro aggregates: different distributions of wealth will generally lead to different aggregate fluctuations in the macro aggregates in reaction to shocks. This brings me to the second reason for the usefulness of micro data.
The distribution of assets and liabilities has an effect on how risks are distributed across different household subpopulations. In that respect, policy makers cannot be content to just rely on aggregate numbers. Aggregate statistics on the indebtedness of households can be misleading if debt is concentrated among some household groups.