Some companies force everything through a proxy. This is common with big telcos and banks. So even if you want to SSH into a machine from your workstation/desktop you probably want something like this. We used it for so much more though - because it's not just a proxy between your workstation - but there's many different bastion proxies situated all over the place isolating and guarding networks.
So at the end of the day it's really just a productivity tool like your calendar or email program, except this is used because corporate security is egregiously bad.
What are some of the other uses for this?