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It can be useful to have something that serves as absolute reference (independent of font, margin, screen size, etc.), that's what HarryT and many others like. It's (in my opinion) stupid to have some small "page numbers" shown on the margins, sometimes overlapping the text, and with no possibility of disabling them; I don't think there's many people who like this.
As for ADE page numbers being really absolute and device-independent, that's only true as long as you use an Adobe-based reader, if you use a different software, the page numbers (if any) will likely be different. But don't forget that paper books also come in different editions, with different number of pages, so the potential problem with referencing is not new. The good thing with electronic texts is that it's fairly easy to search for a specific text or sentence.
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