Docker gives you a known-good environment. It’s pre-configured for you, and means that you’re running on exactly the same setup as the software is developed on, and that the test suite is run on.
It’s not suitable for every scenario though.
If you’re running on a Windows computer, and that computer is actually a VM, then it’s often difficult to get it to work there. If it’s a Linux server, virtual or not, then in most cases it’s possible.
There’s a fair amount of work required to get a 1.8 CMS running without Docker. Besides the CMS itself, there’s also XMR and XTR to get working.
Have a read of the guides and make your decision. There is no “right” answer.