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.
It took me a while of reading your posts on here to realize who you were, and I note in a recent thread someone even asking how you learned so much about how PHP works...!
Please keep commenting on PHP threads here, the balance and insight is very much welcome!
For end users I think the most interesting feature is the ability to provide a router script that can wrap whatever frontend controller your framework is using. And some projects support it natively now. For example, in Symphony2 you download and untar it then just cd into the directory and start php -S localhost:1234 and off you go.
But please, don't ever use this as a replacement for Apache/nginx as a user-visible web server.