Sealing allows you to realize some minor performance gains. This is less true in the world of JITs and lazy pessimization than in the world of, say C++, but since .NET is not as good as pessimization as java compilers are mostly because of different design philosophies it is still useful. It tells the compiler that it can directly call any virtual methods rather than call them indirectly through the vtable.
It is also important when you want a 'closed world' for things like equality comparison. Normally once I define a virtual method, I'm pretty much hosed for defining a notion of equality comparison that really implements the idea. On the other hand, I might be able to define it for a particular subclass of the class with the virtual method. Sealing that class ensures that equality really does hold.