You do, due to accessibility in certain contexts. E.g., filling a form should really be a modal (e.g. on a site or in apps catering to the elderly) so that the focus doesn't stray away.
But there are very few situations where you'd need a modal.
No idea how screen readers work for native modals, but on the web I'm not surprised: it's very hard to make a proper modal (with proper focus, keyboard trapping etc.) on the web :(
But there are very few situations where you'd need a modal.