That has nothing to do with user code or hosting pages. Most people install PHP using their package manager (ie "yum install php"). Some people and those that maintain those packages, need to compile PHP from source code (PHP is written in C). The guys who develop PHP wrote thousands of tests that make sure that the binary that is compiled works properly. Those are the tests being referenced.
Just off the top of my head, how would you check file_get_contents which can take a url as a parameter?
You can't just throw http://www.google.com/ in there. You might be compiling on a machine that's not on the net, firewalled, etc.
It becomes useful for functionality that normally relies on an external http server to work.
The OP also mentions several more scenarios where it is useful and even necessary.