I read many stepper guides and some of them say you only need 1/2 or 2/3 of the rated current from the power supply. Why?

If I buy a 5A stepper (like KL23H2100-50-4B stepper from Keling) do I then need only a 3.3A power supply per stepper?
What current limit do I use from the controller? 5A or 3.3A?