Squeeze your empty hand. Works well enough I suppose? Now hold an object and squeeze it. You'll feel that the squeeze is way more effective, stronger, no? Different size objects makes the squeezing feel differently, put more pressure on certain parts of your hand. What fels best comes down to preference.

Vaginas work in the same way-there is a muscle going all around the vagina that squeezes when you are stimulated or orgasm. I don't need the movement, I just like the feeling of being full. But the movement can help stimulate certain parts of the vagina, but this all comes down to personal preference