By building a settlement there, you get the possibility to exchange 3 or even 2 cards with the same resource.
Without a settlement at a harbor, you may exchange 4 cards with the same resource at the bank and choose 1 of your choice in return. But 4 is quite a lot. That’s why you should never forget the harbors. By building a settlement there, you get the possibility to exchange 3 or even 2 cards with the same resource.