As it happens, that feature is used in the FTP protocol (RFC 959) to abort the current file transfer (or to immediately print a status message), since some old implementations would have to stop listening on the control connection while a transfer was in progress and could only be woken up with an interrupt. At least vsftpd supports it, I haven't looked at any other implementations. The main difficulty is that the libc API for reading urgent data is somewhat painful, and most higher-level TCP libraries haven't bothered with it for obvious reasons.

Of course, basic ftp:// clients (the only kind that are really used today) would probably rather just close the control connection, which has the same effect.