If you distil in an open water bath you can be sure that your mash cannot burn or scorch. Due to the water in the water bath vessel, the actual boiler cannot reach high temperatures. The water reliably buffers against the temperature becoming too high..
The distillation proceeds slowly and safely, just right for high percentage and aromatic alcohol. Because of the low temperature (mostly under 93° Celsius) in the boiler, it is hardly possible for the tails to find their way into your distillate. A water bath is ideal for all fruit mash (e.g. plum, apple, or quince) which tend to burn easily. If you only distil liquids, like beer or wine, a water bath is unnecessary.