These extra sheet of paper will stop your coloring being affected by the texture of the surface you are working on. Colored pencils will easily pick up even the smallest dents, divots or wood grain textures. For smoother coloring give your page that little extra cushion! It is also useful to add paper between your page and the next when you are using a coloring book, the paper protects the design underneath from being damaged.
I think the biggest problem people have when drawing with crayons is that they regress to being five years old again. They hold the crayon like they're coloring again, instead of applying it like a fine art medium. Another problem is that many people want to make it perform like colored pencils. While similar in application, they are quite different. You should not use crayons and expect them to behave like colored pencils. You'll be setting yourself up for disappointment.