DNA polymerase needs a proofreading function more than RNA polymerase because DNA is a longer-term, archival copy of information, while RNA is short-lived and frequently replaced.
Work Step by Step
DNA is like a machine to make engine parts and RNA the engine parts (not a perfect analogy, but useful here). If you damage the machine, you will always get bad parts--a disaster. If the machine is OK but a few parts come out badly made, you can throw those away and make proper parts in future.