The unreported security update is the main reason why you will want to apply this update. According to enthusiast blog AppleInsider, the unreported fix addresses a vulnerability with the lock screen security.
"...[T]he iOS 9.0.2 update issued today fixes a security issue that allowed malicious users to bypass a passcode protected lock screen and gain unfettered access to an iPhone's photos and contacts."
iOS 9.0.2 is available now for all devices that are running iOS 9, iOS 8 and iOS 7 via the Settings application > General > Software Update.
