There is one good reason to have DllMain even if you don't want to put any code there. If you are creating and destroying a lot of threads, Windows will call DllMain for each thread when it is created or destroyed. Even if you don't provide DllMain the C runtime does, so for every thread it initializes some stuff. Which is an overhead if you don't care about C runtime.
So to disable Window calling DllMain for each thread you need to call
DisableThreadLibraryCalls function. Typically you will want to do that if dwReason is DLL_PROCESS_ATTACH. This will potentially save some performance and reduce memory usage.
I guess this is not very relevant to Handmade Hero, beause I doubt it will be creating and destroying a lot of threads at runtime. Maybe some threads, but not a lot.