Fair question 
If you only set out to build an app that will do some work against the GH API on behalf of the user then you probably won’t need some of Auth0’s advantages like:
- The ability to choose from a great number of authentication possibilities while coding against a single provider from your app, with the flexibility to change authentication methods on the fly (since your app would only accept people signing in with GitHub).
- The ability to act as an OAuth2 authorization server to issue access tokens for your custom APIs (since you would only be accessing the GH API and not your own backend server)
- The ability to run custom code (rules) as part of the authorization pipeline to keep track of logins, customize the claims and scopes that an application gets, add additional steps as well as perform custom authorization controls if necessary.
- Provide SSO between multiple customs and commercial applications
- Keep your own users database or connect to an existing one.
As soon as the scenario gets a little more complex Auth0 will become very handy. But in the particular scenario that you are describing now, getting the token directly from GH might be simpler (unless I’m missing some key requirements).