The closing is when your obligations, and rights, regarding the property are finalized. Your real estate agent may have some familiarity with the law, but it is not her job to advise you regarding the law or your rights and obligations. You will probably feel much more comfortable if your attorney is present to make sure that what you actually agree to is what you understood you were agreeing to. If you sign something, and later find out that it was incorrect, it may be difficult or impossible to have it corrected.
In some cases, it may be sufficient for your attorney to review all of the documents prior to the closing, and work with the title company to get any needed changes made. However, sometimes a document needs to be changed or added during the closing, and if your attorney is not present, he or she may not be able to advise you about whether you should accept the changed or new document.