It is important because thinking is the first step of learning. As the student think at higher order they come across to various questions and it will give them an exposure to learn new things with interest. Teaching English as a second language requires thinking in English which can make learning easy.
Appreciate your contribution. You have a point as to attempting higher order questions in a challenging manner which would promote them to think and learn the language at the same time.
It is very important because without conscious attempt you cannot build upon what you have learned before. You need to establish connections between what you have learned and what you are going to learn. To establish a connection between the items of learning you are exposed, you need to think. Thinking is a conscious process and it is perhaps the core of learning, especially when you are an adult learner. Therefore, higher order thinking skills, e.g. analyzing, applying, creating and so on, need to be emphasized in teaching and learning a foreign language because language learning is a skill learning, which is much more than knowledge transfer, and skill learning requires thinking and creativity to apply those skills you learned. You cannot solely teach a foreign language just by transferring knowledge, you should also be able to teach higher order thinking skills to achieve your goal, i.e. using the language.