For a cup of coffee a merchant probably doesn't need to wait for a confirmation but a retailer selling a TV or PC or car, or a person or ATM exchanging fiat will probably want to wait for a confirmation or two.
Why? Do you know many people that are able to execute raw transactions and double spends on their phone? If they are at a retailer they will likely only have their phone or a paper wallet on hand as a method of paying.
If a Bitcoin knowing criminal finds such a retailer, who sells something expensive and doesn't wait for a single confirmation, the criminal doesn't need to send a doublespend from his phone. For example his accomplice could do that, from e.g. a PC. It's better to make the first transaction as low-priority as possible, and include considerable fee into the second. The criminal could also arrange a deal with a thievish pool operator: establish a direct connection from the PC to the pool, so that the second transaction is guaranteed to be received. The pool ignores the first transaction, confirms the second. In the case of success the criminal shares profit with the pool owner. The first transaction is unlikely to be included in several next blocks, so the criminal has enough time to finish paperwork with the retailer and drive away, he could even delay the second transaction release until he leaves.