Pro Day is very important for players that don't get invited to the Combine. Scouts see the players perform and can talk to them. Other teams see the numbers posted. Pro Day kids sometimes get drafted based on their Pro Day numbers, but certainly get signed to free agent contracts and opportunities for short pre-camp visits.
Pro leagues below NFL use them. From CFL to the various leagues operating in the US.
Anyone who says Pro Days aren't important for non-Combine players is ill-informed and a total idiot.