If, like Stuxnet, your goal is to infect specific machinery, then reporting back infection can be valuable. Once the right machinery is infected, others could wipe evidence of malware presence. You might object that uranium centrifuges probably don't have decent speakers to generate a signal... But they would instead generate unusual spin patterns, exactly what Stuxnet was designed to achieve, and those patterns would be audible to nearby equipment. Seems like a fine way for Stuxnet to report success back up the infection chain and then cover its tracks.