In the modern world, it's likely that pretty much every business on the planet will have various 'free business listings' that exist on many different websites. Search websites such as Google, Bing, Yell, Yahoo etc plus the hundreds (or thousands) of other privately owned directory sites - local, national and niche market. Keeping up to date with all these listing can be hard work - particularly if something has changed, such as your address or phone number. If your business information changes, you may remember to update the details on the 'obvious' business listings, but it's very likely that your business info will be listed incorrectly somewhere, more likely on one of the many directory or enthusiast sites. In fact, your business information is very likely to be listed on websites or directory sites that you've never even heard of.
Inconsistent or incorrect business information (NAP) is damaging to your business and brand. Imagine the frustration of a customer or potential customer who calls your business only to find the number's wrong, or sends an Email (unknowingly to the wrong Email address), never to get a reply - or worse still, turns up at your business to find out you've moved premises. In addition to the obvious customer frustration, incorrect backlinks can also hamper your SEO as the search engines need consistency and need to be able to trust your website to maintain your ranking in the SERPs (Search Engine Results Pages).
At one time, making the assumption that your business information was entered correctly on your first ever website, your business information and NAP would have been 100% correct, everywhere on the Internet, that is, on your website. Move forward in time, factor in a change on your website, such as a new website address, phone number, Email or physical address and your website will still be correct. This said, however, the many websites that have crawled your 'old' website are very unlikely to show your updated details. The fact is, many of the independent / enthusiast / local / industry specific directory sites require manual intervention to update listings, so you can be pretty confident that once your business is added, it will remain unchanged unless you request an update.