As trainers we must focus on the learners outcome. Hands-on learning allows students to incorporate what is being taught into real world situations, thus allowing the student to retain more information.
By allowing students to interact with one another as in role-play, practical applications or simulations they can relate what they are learning to their own work environment. Plus it helps cement the concepts of the learning into their long-term memory. If the hands-on activity is positive they will use it as training tool themselves.
Remember:
Adult learners need to understand why they are learning a new task/skill
Adults learn better through active experience than passive listening
Adults learn better through interacting with one another than working alone.