Contrary to popular belief, stupid questions absolutely do exist...but this certainly isn't one of them.
Aside from ammonia produced by fry, and the benefits of being able to "graze" the microfauna from the surface of the filter...a huge plus, in my opinion...sponge filters have two benefits which are especially important when rearing fry. One is the simple fact that no other filter is safer for the fry themselves; a sponge filter simply will not capture or kill any fry.
The other relates to ammonia produced by uneaten food. Tiny fry, even in fairly small tanks, can have difficulty finding food particles that are spread throughout the water column. Confining the fry to a small breeding trap in a larger tank helps concentrate the food around the fish while still giving the benefits of a larger water volume, but in this case, once the food escapes the trap it is now inaccessible to the fry. And with growing fry, I feel that excellent nutrition early on is essential to maximize growth potential later on, so frequent and generous feeding is called for. Either way, you end up with a larger than normal amount of food that goes uneaten. It's a tiny particulate, so easy to miss while carefully cleaning the tank, and therefore a very effective biofilter...i.e. a
mature, fully-cycled one... goes a long way towards maintaining high water quality while still allowing heavy feeding.
If you have concerns about siphoning up fry while cleaning or doing water changes, it's easy to disconnect the airstone from a sponge, insert the siphon tube into the airlift and then siphon as much water as desired through the sponge. No harm to the fry or beneficial bacteria in the sponge; just remember to restore the airline when finished.