It is far too easy to machine-gun a bunch of batons at a kubb without moving the feet and miss every time. I'm sure all of us have seen this happen more times than not. I see the shuffle after a miss as an opportunity to clear your head and refocus on hitting the target kubb instead of the possibility of dwelling on the recent miss.
Also, I like to have my right foot forward and my foot pointing at my target kubb. If I miss and adjust my foot, that helps me feel more comfortable in my throw. I think it is totally a mental thing, but it makes me feel more comfortable when I reset my foot and can have a "fresh start" with the next throw.