Naming a sound you cannot reproduce is guessing with extra steps. Singing it back first is the single cheapest upgrade available to an ear-training session, and it works even if — especially if — your voice is unreliable, out of range, or an octave off.
Why it works
Singing forces a commitment before your vocabulary gets involved. When you hum a distance, you have to decide how far to move, and that decision is the recognition — the label comes afterwards and can be checked. When you skip straight to the label, there is nothing underneath it, and a wrong answer teaches you nothing because you never made a claim about the sound itself.
Doing it badly on purpose
Pitch accuracy is not the goal and octave accuracy is not the goal. Move your voice the right distance and the exercise has done its work. Transposing everything down into a comfortable range is fine. Humming instead of singing is fine. Doing it silently, with the throat engaged but no sound produced, works too, and is the version that survives being in a room with other people.
Where it pays off
Hardest on chords, most valuable on chords. Sing the lowest tone, then the middle one, then the top: the stack you are trying to identify becomes three movements you have just made, and a stack you can sing is a stack you can name. From there, the quality drill stops being a memory test and becomes a description of something you did.
Using a reference
A held pitch makes the whole thing checkable. Sing the distance above a steady tone, then let the drill play the same distance, and the gap between what you sang and what it played is precise feedback rather than a vague sense of having been wrong. That is what the reference tone is for, and it is the only tool on this site that exists purely to serve this habit.
Two minutes of that at the start of a session is usually enough to change how the rest of it goes, because it puts your voice and your vocabulary in the same room before any scoring starts.
When not to
Skip it on harmonic rounds where all the tones arrive at once and you have no time — there, the useful move is to sing the answer back AFTER the reveal, which turns a correction into something your body did rather than something you read. Together or one after the other covers why those two cases behave so differently.