Many people say that. I know one person who said that - she had the choice not to pay her dues, so she didn't. Two years later she was one of a group of workers who were sacked unfairly. The union fought for the other two people, who were union members, and got them compensation. She got nothing.
Think of it like insurance. You pay insurance every year in case you need to claim in the future.
A union is an organization of workers who act together to secure benefits and rights in the workplace. Unionism is an important tool for worker's rights. Union bargaining typically results in set policies about employee benefits, working hours, and other issues of importance. In a workplace where non-unionized employees work alongside unionized ones, some of these agreements may cover non-unionized workers as well. The union will also represent the needs of individual employees, helping to arbitrate when an employee has a dispute about wages, working hours, and similar issues with his or her employer. In some cases, a union may hold a strike or another type of labor action to gain the upper hand in negotiations.