When you have a wall/ceiling/roof of different materials, the colder material will potentially attract moisture/dust/dirt and stain the wall surface and you get darker spots or in the case of timber battens/joists/rafters - lines.
So when lining an external wall, if you just insulate between battens, the battens will be thermal bridges and colder than the areas between them. So you insulate between and across to remove the colder strips where the thermal bridge will be.
Its not every wall in every circumstance, but the greater the potential difference the greater the risk.