Saving electricity is important because when we use less electricity it means that the power plant has to produce less electricity.
Producing electricity can use up fossil fuels such as natural gas, and even coal and eventually we will run out of that fuel.
However we are now using wind energy, solar etc to produce energy and we still have at least 100 years or more of natural gas, oil, gasoline etc.
So it's unlikely we'll run out of the fossil fuels in our lifetime but our kids may run out of the fossil fuels.
Also saving electricity saves you money.
But the electric generators are still running even though you are not using electricity so don't worry too much about leaving a light on etc.
That generator is not gonna shut off or use less fuel just because you shut a light bulb off or a TV off.
The reason electric companies want you to save electricity is that when you use less electricity it costs them less to produce and so they actually make more money when you use less electricity.
It would seem that the more electricity you use the more money they would make which is true but when the electric grid gets overloaded by everyone using lots of electricity then it requires more generators to be running.
In some cases it may even require that the electric company start building additional power plants which are costly and hard to get built.
It takes years to get permits and planning permission to get a power plant built and in operation.
So if they don't need to build another power plant then that helps them.
I used to wonder that myself as why the electric company wanted me to save electricity and save money and that is what I found out.