That button is handy when offroading. In the other thread they talk a lot about uphill. I found it very useful a few times when going downhill and getting stuck, i.e engine stalled. Anytime you need the traction and breaking power of the car in gear and don't have time for a few tire revolutions until the clutch is fully released it's good to be able to start in gear. You get a smooth start, no lurching. I would of course only do it in 4Lo!
Main other use: start the car without getting in when airing up with the little TruckAir compressor.