When you click something and you see a spinner, you assume something is happening. When you press the elevator button, it lights up and the number at the top indicates the floor it's on. You can see it changing.
All of this feedback was designed for peace of mind. To let you know something is happening. Feedback is good. It makes you feel accomplished. It puts you in the know; It keeps you updated.
Albeit very old, Dominoes still does a great job with this. When you order a pizza online, they show you the pizza tracker. It keeps you updated as to your pizza's process from the time you ordered to the time it left the door.
Likewise, if you press a button and it doesn't light up, you probably are going to press it a few more times, then become frustrated.
Feedback not only reduces stress, but improves communication and makes your users happy. Even if the user has to wait for something to happen, providing them feedback that something is in deed happening is much more ideal than leaving them in the dark.