The body of any car -- including your Subaru -- flexes slightly in turns. Strut tower bars connect the tops of the strut towers to make the body more rigid under turning loads. The result is improved turn in and more controlled wheel movement.
Each generation of the Impreza platform, on which the WRX and WRX STI are based, has seen large improvements in chassis stiffness. Nonetheless, you can never have too stiff of a chassis, so although the benefits are not as dramatic on a 2018 WRX STI as on a 2002 WRX, there are still gains to be made.
The front of the car benefits most from a strut tower bar, because the engine bay has a huge open space to hold the engine (duh). The rear of the car is more rigid, but a strut tower bar there will still increase chassis rigidity.
Keep in mind that strut tower bars have to clear everything under the hood, so aftermarket intercoolers, oil catch cans, and other modifications should be kept in mind.
There are places on the undercarriage that can be reinforced, just like the strut towers. The most common locations are suspension pickup points.
All of these braces have little or no downside in terms of comfort or other performance tradeoffs. They don't weigh very much, and we almost never perceive any increase in noise or vibration in the cabin.