Clay pulls out imbedded contaminants from the paint, thats all it does. Dawn, or any kind of polishing etc won't do that. Your car may or may not need to be clayed but it probably does, at least the horizontal panels.
The purpose of the Dawn is to make sure there aren't any oils on the paint before the Zaino is applied, its a matter of hot debate whether or not its actually neccisary.
The imbedded contaminants can be rail dust, asphalt particles, environmental fallout. Many people dont realize how rough the surface of the paint is until they clay it and see the difference.
IMHO claying is one of the biggest differences you can make for the health of your paint.