To play older Windows games that for various reasons won't run on Windows 10, for example.
Compatibility Mode has never been very good, though I don't think there's anything preventing Microsoft from making a more Wine-like compatibility layer if they really wanted to.
https://www.microsoft.com/en-us/download/details.aspx?id=800...
I'm not sure if the same thing is still available for Windows 10.
Honestly MS is not that good on backward compat. They are good on the story, so/so on the facts. But I prefer that to being stuck in the dark ages of poor design and the poor security which comes with.