Perhaps what op has in mind is that some of these big companies let you contribute post-tax money to your 401K (that you can then roll over into a roth IRA even if you are above the income limits to contribute directly to a roth) there's a like $56K limit on what you put in your 401K. (this is the total of your pre-tax contributions + your employer matching + your post tax contributions)

Sure, you can just stuff money in your brokerage account and save money post-tax, but then you go without the bankruptcy or tax protections that the stuff that goes through your 401K gets, so there's a lot of benefit to maxing your 401K in these situations. if you can swing it, it's worth scrimping, because as far as I can tell, I can only get money into my 401K that is processed through payroll (bonus and base, but not stock) and jobs that have these post-tax 401Ks are rare, in my experience, so when you get the chance, it's worth some pain to take advantage of it.

I remember my first year at a company with retirement plans like this, I took my signing bonus in cash ('cause I didn't get my 401K sorted by then) but my 'net pay' was 0 for many months afterward as I worked to max out the 401K before year-end