I do, for two reasons.
1. I'm a noodler. That is, I just mess around until I find something I like, then I build on it. When I do find something I like, recording it helps me to remember it the next day, or months later when I've moved on.
2. Playing can sound different inside your own head than it does on a recording. By recording yourself you may hear things you didn't notice while playing. It can help identify rough spots in your playing so you can improve.
That's useful at every skill level.
Bonus Reason: You may even discover you're doing better than you thought. 🙂