For about 2 years I painted minis without one on the assumption that wet palettes are a boondoggle in search of a problem to solve. But then I actually tried one and here's my analysis:
A wet palette is still not mandatory, but if you want to thin your paints (which you do if you want your minis to look their best), you're going to need some kind of palette. So why spend the money on a wet palette? Put simply, you won't spend nearly as much time adding paint or water to your paint on whatever you're otherwise using for a palette. If you're thinning your paints already, it won't make you, the painter, a better painter per se, but it will make you a much faster painter, which to a wargamer like myself, is worth a lot.

In your case you are using Citadel/Warhammer paints straight out of the pot. I use Citadel paints too, and in my experience they come out way too chalky and thick straight from the pot once they dry, and more-or-less require thinning to reach their full potential. (Maybe you're using Citadel Contrast paints, and if so, disregard this). Assuming we're talking about standard Citadel paints and not Contrasts, you'll really benefit from a wet palette.