Why is check necessary?

Question

Please explain why this check is necessary. Problem is highlighted.  

using System;

public delegate void ChangedEventHandler(object sender, EventArgs e);

public class Student

{

    private int idNum;

    private double gpa;

    public event ChangedEventHandler Changed;

    public int GetId()

    {

        return idNum;

    }

    public double GetGpa()

    {

        return gpa;

    }

    public void SetId(int num)

    {

        idNum = num;

        OnChanged(EventArgs.Empty);

    }

    public void SetGpa(double avg)

    {

        gpa = avg;

        OnChanged(EventArgs.Empty);

    }

    public void OnChanged(EventArgs e)

    {

        if(Changed != null)

            Changed(this, e);//invoking the event

    }

}

class EventListener

{

    private Student stu;

    public EventListener(Student student)//constructor of the EventListener class

    {

        stu = student;

        stu.Changed += new ChangedEventHandler(StudentChanged);

    }

    private void StudentChanged(object sender, EventArgs e)

    {

        Console.WriteLine("The student has changed.");

        Console.WriteLine("     ID# {0}     GPA {1}", stu.GetId(), stu.GetGpa());

        Console.WriteLine();

    }

}

class DemoStudentEvent

{

    static void Main(string[] args)

    {

        Student oneStu = new Student();

        EventListener listener = new EventListener(oneStu);

        oneStu.SetId(2345);

        oneStu.SetId(4567);

        oneStu.SetGpa(3.2);

        Console.ReadKey();

    }

}

/*

The student has changed.

     ID# 2345     GPA 0

The student has changed.

     ID# 4567     GPA 0

The student has changed.

     ID# 4567     GPA 3.2

*/