Is there any reason to have a VLAN untagged on port that is tagged with other VLANs

Working with HPE switches.

I'm a bit confused on the using "untagged" on port used for interconnecting to another switch.

I need to tag/allow all vlans on a port, why would I leave a VLAN untagged?

My switch to switch connections should have all vlans tagged.. why does it allow me to have a untagged VLAN?

Thanks