Behind the scenes

The reason a new scene gets created in the add-on is the render setup that is needed for making height maps and previews. A scene can have its own render settings so it won't interfere with your render settings.
The scene will also collect all meshes that are relevant only to your brushes. So, it doesn’t clutter your default scene.
The scene setup also contains several cameras. One will render the plane using a mist pass (for depth information used by a height map) and the other cameras will produce previews of your brush.

Plus, it does some more things:

Automated brushes: It creates a brush with all relevant settings to use in anchored mode. As well as creating the texture and applying the brush map as an image. And all settings that come with it.

Relevant for height maps only:

• Mist settings: Automated mist settings that are calculated by the bounding box of all rendered meshes.
• Sample bias: You can have negative and positive heights in one height map easily. The addon calculates the sample bias, meaning the amount the texture values are shifted down or up. It will put the plane back to zero.
• Brush memory: The addon remembers all objects you’ve used for rendering. You can edit a brush you’ve created and it will make mesh objects you used to render visible, and hide others.
• Brush strength: Your brush will have the correct strength applied on creation. Meaning, it will have the same height as your sculpture. Usually, this isn't a problem when your brush is lower than one Blender unit. The strength will be set to 1.0 and values from your height map can be used directly. If it is higher than 1.0 there is a problem. You can see it illustrated here if you're curious.