When integrating any expression, there is a constant term that is added. This represents an offset that may exist. For example, if I take the derivative of the function $y=x^2+3$. The derivative $\frac{dy}{dx} = 2x$. If I integrate $\frac{dy}{dx}$, then I end up with the expression $y=x^2+c$, where $c$ is an unknown constant. In your question, $arg[H(e^{j0})]$ is the phase offset at DC. This is the missing constant offset when you integrate the group delay. Without it you, you can only know the phase at some frequency $\omega1$, relative to some other frequency $\omega2$.
I'll see if I can clarify (hopefully not confuse) and answer the comment below. Let's look at a different problem. Let's say I want to integrate velocity $v$ over time to find out my position $p$ on the highway. I started at time 0 and drove for $\omega$ seconds. My position relative to my starting position is $p=\int\limits_{0}^\omega vdt$. The key here is relative to my starting position. If I don't know my position at time 0, I do not know my absolute position. I can tell you I travelled 10 miles, but I don't know where from and therefore where to.
The same is true for integrating the group delay to produce a phase. If we wanted phase offset from DC, the $arg[H(e^{j0})]$ wouldn't be necessary. If we want absolute phase, we must add it.