Why is it important to keep bearing sets when greasing a campagnolo hub?
In almost all cases when servicing a hub the bearing DO need to be replaced.

You may not be able to see it without the aid of a microscope, but the bearings will be slightly pitted after any appreciable period of use. As one user points out, high grade ballbearings in case hardened steel, even grade 25s are very cheap - why cut the corner?

Case hardened are preferred as they are less brittle, BTW.

Bear in mind that in correct bearing design, as it's difficult to get an exactly consistent rate of wear on the three components, you will generally find that the balls (being the cheapest and easiest to replace part in the assembly) will wear first. Then the cones. Last will be the internal bearing surfaces (in the case of the hub) as these are the most difficult to replace. Cones and cup wear rates may be the other way around if the cone is integrated with another component or part of the assembly that is difficult to access or change - not normally the case in any conventional cycle application.