Why pylint rule W1203 is important

If you have been using pylint tool to check the format of your Python code you may have encounterd the rule W1203: logging-fstring-interpolation but you didn't really understand why it's important.
The warning looks like :
path/to/my/file.py:37:4: W1203: Use lazy % formatting in logging functions (logging-fstring-interpolation)
It appears when you are using the Python logging library. On the pylint documentation about this rule it is said that you shouldn't use f-string formated strings.