Back when I still had a need for it it was solely because some apps do not have proper support for missing tray icons (you can only fully close them via the tray icon), not because I actually like the feature.
I appreciate that GNOME tries to move on from this. Unfortunately it doesn't have the market control that Windows has, so not all app developers follow suit.
All these issues can happen in any platform, Linux is just the more annoying/unpredictable one, with GNOME taking the cake for being so obtuse. There is either a carelessness from the developer or the ad-hoc nature of those "tray icon" systems is to blame.