I believe the question is why having the app on a Windows machine if the phone is usually nearby.
If you're already on the PC the PC is usually more convenient.
Typing on real keyboard, for example, is much better than typing on a phone.
Now I will be able to respond to messages and notifications better while in VR! A super niche use that should be way improved by this feature
I have multiple monitors and it's easier and more convenient to throw up an app on my screen and control with my mouse and keyboard than to pick up my phone, unlock it, and use that screen.
Instagram is intentionally annoying to use on browsers. Business users who have all their media in a folder and share an account between staff might welcome this. Post schedulers exist but are unreliable and annoying for adhoc posts.