Why is it important for students of history to understand the context in which historians write?
It is important for students to understand this context so that they can understand what sorts of assumptions and biases are implicit in the historians' writings.
History is not simply a set of facts. Instead, it is an interpretation of facts. Historians do not simply say that WWII started, for example. Instead, they try to say why WWII started. This calls for interpretation.
Whenever we as human beings try to interpret things, we are affected by our own prejudices and biases. We are all products of our time and place and we are affected by these when we think about history. For example, you might well expect a Japanese historian to think differently about WWII than an American historian simply because one comes from the losing side and one from the winning side.
Students can have a better chance of understanding the historians' biases (and, perhaps, a better chance of seeing through them) if they understand the context in which those historians were writing.