It's sometimes useful to run "arbitrary" code in the context of the kernel. For a concrete example look at the Berkley Packet Filter[1]. In it's original usecase it allows packet filter expressions to get compiled into a bytecode, which in turn get verified & executed in a kernel-space virtual machine. This is useful because it allows the user to implement arbitrary expressions, in this case firewall rules, but have them executed in the context of the kernel. When you're trying to filter millions of packets per second, or instrument operations that are measured in sub-microseconds, avoiding that context switch matters.

[1]: http://www.brendangregg.com/ebpf.html