Maybe for solfege? The notes are the same, but Do Re Mi isn’t.

Generally you will seldom need minor key signatures.

You can safely stick to the Major key signatures, even if the sounding music is in the parallel minor key.

As Mike points out, using minor keys (or church modes) will only matter in rare circumstances.

The Chord Tool offers some special Chord Styles where the scale root matters (Roman, Nashville, Solfeggio).

Peter do you know if Dorico or Sibelius asks the same question?  Just curious.

The only possible other question I see useful is "keyless".

… Peter do you know if Dorico or Sibelius asks the same question? …

Sorry, but I do not know neither Dorico nor Sibelius very well.

Dorico: https://steinberg.help/dorico/v2/en/dorico/topics/notation_reference/notation_reference_key_signatures_types_r.html

Sibelius: Choose Create > Key Signature (shortcut K) and click the key signature you want. Switch between major and minor keys using the radio buttons to the left of the dialog. 

The difference between major and minor key sigs likely affects some of the accidentals enharmonic values when entered via MIDI.

"...  enharmonic values when entered via MIDI."

Maybe but I don't really see why even that would be a reason.  Finale should just take and use the note as entered in the midi.

No matter what key I assign, I am able to make it major or minor or lydian mode by the placement of my notes. Finale has nothing to do with that.

Ernest,

Why should it matter that Finale gives you the choice? You don’t have to use it; just use the Majors.

I might point out that this user has requested I no longer comment on any question he posts. So be forewarned: anything you say is liable to be misinterpreted, misunderstood, taken offense at, or all three. 

As I believe you once said, Mike: This is a discussion board. Anyone who posts here has to expect someone may join the discussion. I agree.