A call to action is a statement designed to prompt your users to perform an action of your choice.
Why should you add one? Sure, captions serve to describe your beautiful posts but you can also encourage engagement of your users thus increasing the number of likes, comments and shares, and this is made with calls to action.
Examples of calls to action

- Asking a question: this will increase the number of comments
- Encourage sharing with a custom hashtag or regramming your post
- Encourage tagging a friend
- Tell people to check the link in bio
To sum up, a little effort writing your captions can help step up your audience engagement.