The gantry forms the X axis for the printer's head. It needs to be square to the frame or the height of the head will be different at one side than the other. This is often noticeable in the bed mesh map. If the gantry isn't level it also can cause part knocks and print failures.

To align the gantry follow the procedure demonstrated at 0:00:56 into this YouTube video “How to Tune The Elegoo Neptune 4 Klipper 3D Printer for Better Print Quality” by Wild Rose Builds. (Note this was an early video in the Neptune 4's history and some of the specific methods for some setup steps are no longer recommended in favor of better methods.)