I might add to that:
Let's say, you've got 2.67 volts and 12 mA.
Now, if you swap in a very slightly higher resistor, you might see 2.65 volts. That curve is going to be very non-linear. Might mean, that the operation of the LED itself, causes slight heating, moves the place on that curve.
Maybe the voltage goes to 2.66 v. Now what ? You adjust again? Looking at your 'current' meter reading, you adjust the voltage fine adjust knob, to get back to 10 mA, your desired place. A couple minutes ago by...now things have drifted, again. Maybe you accidently set a small amount too high, 2.9 volts. Led is starting to go over spec, overheats. Doesn't sound that extreme, you 'only' moved voltage up a little. But the current increased, as that curve is, well, non-linear.
By setting the current (maximum in your case), you have a maximum, with that extra resistor in there.
Otherwise, you can reach a point where a little off on voltage can cause current to be way off. Plus, this is with the DCC being pulsed, it's an average rather than straight dc.
Confusing, yeah.