The point of playing non-lethally is... to play non-lethally. I definitely prefer when the game gives you a choice of playing the game non-lethally instead of forcing some sort of arbitrary reasons for playing the game one way over the other, as someone who really despised character progression system in Deus Ex: Human Revolution (what's the point of freedom of gameplay, when the game takes away most of your EXP points for not being silent/merciful enough).
Outside of that, there are quests that are affected by your approach, like for example the mission with saving the monk, which changes his entire attitude toward you when you are reunited later on, or the outcome of the quest with Gustavo Orta (if you are non-lethal toward his men, he will talk to you, if you slaughter his men, he will attack you instantly). Another thing is that how lethal or non-lethal you are toward gang members, affect how they will react to you on the streets (if you spare them, they will be less hostile and might even aid you if you are attacked, if you keep killing them, they will attack you if they recognize you on the street).