As a retail trader, why should I hedge my Futures position with options instead of just exiting

Let’s make these assumptions.

  1. I am a retail trader and just futures trading.

  2. I don’t care about tax consequences.

Now, why should I pay a premium for a PUT call rather than exiting the position? What are the advantages?

What do you mean by tax consequences?

Put is bought only for large unforeseen gap up or gap down, when neither your stoploss would work, nor your mind would be ready to exit timely.