Two simple examples:
1) I often extrude a line to create a trimsheet - a single line doesn't define a plane so you have to enter vector values to define which direction to extrude the line (if you extrude multiple lines, a square shape for example, the inferred vector will be normal to the plane the geometry lies on - usually what you want so you don't have to mess with the vector direction)
2) If you edit an existing extrusion you may have to update the direction vector. Take the aforementioned square shape for example; if you rotate the shape out of the original plane the geometry was in, the direction vector won't follow. In this case I would rotate the square the required amount then set up the wcs x-y on the new plane and change the extrucion direction to the wcs z direction.
I'm sure there are other uses, these are just 2 that quickly came to mind.
