Why should I upgrade my BW authorisations?

SAP BI7 (now BW7) introduces a new authorisation concept for reporting, Analysis Authorisations.

It is still possible to use the old authorisation concept in SAP BW7, but if you choose to do so then your authorisations will no longer be supported.

See note 1125108:
[…] Important: If you use the old 3.5 authorization concept in a BW 7.0 system, SAP does not accept any responsibility if errors occur after you make a change. Such problems are solved with the provision of the new authorization concept. […]