It could be argued that there is no "need" for this, but I find myself doing it quite frequently all the same. That may have something to do with the fact that I am developing a relatively low-level reverse HTTP proxy tool (PageKite), but I also did it quite a bit when working on more traditional webapps.
Once you speak the protocol it's nice to be able to just connect and chat with the server directly. :-) Humans are really bad at speaking binary.
Well, I've did so when I had to debug some redirect caching problem with "walled garden" setup. This could also be done with a more specialized software, though, I just happened to use telnet as it was readily available.
I also sometimes check server's availability (and overall response correctnes) by telnetting to it. Although, I was just too lazy to set up a tunnel to the LAN they're residing at.
Take Arduino for example, writing a naive but working http client is childs play; writing a SPDY client in Arduino is well beyond many people's capabilities. Yes libraries will appear eventually, but we've not even got a decent open http library yet.
curl -I
is an easy way to do that as well.It requires fewer keystrokes :P