You only have a limited amount of time to train, and you want to maximise every minute you have by continuing with your high intensity training until your session is finished, so don’t bother wasting 5-10 minutes with a cool down…
Well, that is assuming you want to feel dizzy and potentially faint from the blood pooling in your lower body.
No? Then it is worth spending some time at the end of your session allowing your heart rate and breathing rate to gradually reduce. Your muscles have been continuously contracting throughout your training session, so you then need to stretch your muscles to help them return to the length they started at. Both your body and your next training session will be thanking you for thinking of them!
Now, go out, train, cool down and stretch.