Longevity | I often find that eyeshadow creases or fades after a few hours, possibly due to how oily my skin is; I'm not sure, but I do know it isn't a good look! Applying damp seems to reduce this problem for me; shadows which previously would be looking pretty poor after a shift at work, still look just as fresh as when I applied them - I think I'm onto a winner here. If you struggle with eyeshadow that won't stay put, try applying damp.
Versatility | For shadows which are nicely pigmented dry, applying them damp can bring out a whole new shade; it might be that shimmers stand out more, you get more of a colour shift, or a more intense colour comes through. Either way, you can make your shadows more versatile by trying them damp to see how they look! Here I've got Stila's 'Kitten' from the In The Light palette; it's super-pretty applied dry (on the left) for a subtle, shimmery champagne shade, but applying it damp (on the right) brings out a gorgeous pearlescent effect.
Do you ever apply your eyeshadows damp? Are there any other benefits you've noticed?
[*Product provided for consideration.]