Selecting a mode is not the same as confirming the mode is active
Autopilot systems require the pilot to select a mode and then verify that the mode has captured. A heading selected on the bug is not the same as heading mode engaged. An altitude set in the window is not the same as altitude capture armed. Pilots who select and move on without confirming engagement are flying on an assumption. If the mode did not engage, or engaged a different mode than intended, the airplane will fly a path the pilot did not command. The annunciator panel exists to close this gap, but it only works if the pilot reads it after every mode change.