A moss mat behaves like a sponge bolted to your roof. It holds rainwater against the shingle surface long after the roof would otherwise have dried, softens the asphalt mat underneath, and grows under the shingle edge until it lifts it. Once an edge is lifted, wind gets under it and water gets behind it.
In the Capital Region the freeze-thaw cycle turns that into real damage. Water held in the moss freezes, expands, and works the shingle apart from underneath, then thaws and does it again — dozens of times between November and April. Homeowners who put off moss removal for a few seasons often end up replacing slopes rather than cleaning them.