Some websites have a Same-Origin policy that won't allow rendering in an iframe. The CORS proxy lets you bypass the restriction.

But this is a tool for development. So if you're loading up a site for development, don't you work on that site and can control the Same-Origin policy?

It's possible to be testing a live version of your own site when you can't easily change the Same-Origin policy for just yourself.

Not sure if people still do the "upload PHP file automatically to production server via FTP on save" way of development. Most web developers I know run servers locally for development, where you can easily set your own headers and/or meta tags.