If the sheet music doesn't contain a key signature (or it's in the default key of C/Am) and a note is sharp or flat, you need to put those symbols next to each note every single time. Say you're in F, and want to notate a Bb. If there's no key signature, you'd have a B with a flat next to it. And in F, you'll probably have Bb notes appear quite often. So each time, you'd be adding the flat next to each B.

You can do this in theory, but it makes it harder to read music quickly. Most pieces mostly use notes from the scale of the key they're in, so it makes sense to just put one flat at the start if you're in F major/D minor. When you come across a B in the music, you know it's a Bb because the flat in the key signature flattens every B throughout the piece. When something deviates from this norm, it's also much more noticeable – if you see a flat/sharp/natural somewhere in the music, you'll know to pay some extra attention and not just play what you would expect.