The added benefit is that you're helping the ecology of the lake. AZ Game & Fish consider mudbugs to be a nuisance that competes with fish. They're happy if you catch and eat all you can. 'm happy to oblige them as well.
I too know that you are supposed to keep all you catch, but never understood why. Sure they say it is because they are not native, but the lakes they "created", are native anyway. What difference does it make. I think in this state we have like one or two "Native" lakes anyhow, everything else is a dammed up river or wash. Who knows.....