Sights are important in all scenarios, but especially important in CQB environments. If you know you can put a shot through a small hole (something like a door slightly open, the hole where a doorknob should be, a line spanning across a couple windows), then it allows you to actually do so, and make useful shots in doing so.
Outdoors, it allows you to make the first shot count. Often, when I haven't had a chance to sight in a gun or am using someone else's, I find that I will often have the opportunity for first shot, take it, and have to adjust, giving my target time to take cover and shoot back. In cases where my gun has been sighted in, you can see parts of people sticking out from cover and shoot it.
Sights are essential for accurate shooting.