I think Talyn is refering to a safety valve or relief valve.
A check valve allows the air to flow in one direction only. Should the pressure past the valve build up for whatever reason, it cannot flow back to the compressor and damage it. The Viair compressors are rated for 150 max psi (as are many other compressors) so the check valve is there to protect the compressor when pressures reach close to that point in the lines.
I can see how not having a check valve could be a valid issue. My air tank is mounted fairly close to the exhaust underneath the Jeep. After my pressure valve shuts the compressor off at 105 psi, I can actually have the pressure in the system continue to rise slightly due to the heat from the exhaust. This isn't a concern at all for me at the pressures I run, in fact I kind of like it... but if I was using a pressure switch that shut off at 150 psi, an increase in pressure beyond that could damage the compressor if a check valve was not there. However, even with the check valve, if you have 150+ psi in your system, it might still damage the compressor if you could turn it on and try to push more air into the system as the compressor would need to operate at a higher psi than what is in the system in order to push more air in.