One of the pitfalls of working digitally is the ability to endlessly revise and second-guess. This can lead to endless hours of noodling. Beginning on paper can help start you off focused: you commit to decisions -- good or bad -- and follow through, because it's more difficult to alter than a purely digital image. Of course, once you get something down in pencil and scan it in, it's easy to revise, but some of that initial commitment remains I think.
In any case, I'm sometimes surprised at how many alterations I make to sketches!