Contrast isn't always necessary. Am not a doctor, but I have MS and get them regularly.
I've only had a couple with contrast. My understanding is that contrast highlights abnormal stuff and some tissue sorts more than without contrast. Specifically, they use it in MS to get a better look at an active lesion in the brain. You can still see the lesion without the contrast, though, so most of the MRIs are taken without contrast and then another with contrast if necessary. They have known about various side effects of contrast for some years (allergies, etc).