For myself, I see no objection to having separate rolls for “to hit” and “to kill”, which is essentially all “saving throws” come down to, unless deigned by mad people. It seems to me that one could argue for separate rolls to be made at each layer of the vulnerability onion (have you been seen? acquired? hit? penetrated? killed?) if desired, although target acquisition is often treated as deterministic by wargamers, which it isn’t in real life.
A third function of saving rolls, in addition to those mentioned by Howard, is that they can be used to conceal information. If the attacker rolls to hit, and the target rolls for damage, the target player need not necessarily announce the precise result to the attacker. The attacker will have some indication of the effectiveness of their fire from the number of hits scored, but unless the saving throw results in a spectacular and unmissable result (“Big Badaboom”, as Leeloo put it) will not know the precise effect.
All the best,