This way you can ensure you as the developer have full control over your applications' network communication; by requiring client certificates issued by a CA you control, you can assert there is no MITM even if a sysadmin, user, or malware tries to install a proxy root CA on the system.
Finally, you can add binary obfuscation / anticheat mechanisms used commonly in video games to ensure that even if someone is familiar with the application in question they cannot alter the certificates your application will accept.
Lots of e.g. mobile banking apps, etc. do this for maximal security guarantees.