You need control over the voltage applied to the unknown resistance, else it is likely to be destroyed before you can take your measurements. Your circuit shows a fixed voltage source connected to the unknown R, and with R being unknown you can't know ahead of time whether this voltage will be safe for the unknown resistor. A rheostat set to maximum can offer protection, and its inclusion shows you have considered this angle.
Had you shown the voltage source to be variable, then the rheostat would probably not be considered a necessary inclusion.
The function highlighted by andrewkirk is also appropriate, because every voltage source has a limit to the current it can supply.