Having a closure or frontal made with a finished hairline gives you the opportunity to pull your hair over the edge giving you the most natural look possible. You can also pull as much hair out as you want or hardly no hair at all. A finished hairline hides the edge of the lace so you don't have to worry about it matching your skin tone.
A raw hairline is for those that plan on gluing or taping their closures or frontals down across the front. Most likely you'll want to shave your hairline because the glues or tapes won't stick to the hairs, they only stick to bare clean skin. Be sure you follow all the preping directions for glueing or taping down your units because you don't want any skin irritations.