It always good to know if someone is attempting to break into your network. This is why we put an Intrusion Detection System (IDS) before the first firewall (external side). You can compare this to having a camera monitoring your front door, without this camera you would never know who even attempted to pick your lock unsuccessfully.

Knowing that an attempt was successful in passing through your firewall can let you focus on real threats and help you cut down on false positives. The other benefit is in environments that use Network Address Translation (NAT). This will allow to you get the real source address by correlating the events between the IDS systems before and after the firewall.