A common reason could be to get rid of dust coins. Dust coins are really small amount of bitcoins (usually the minimum possible amount that can be used in a transaction). They are sent to an address to try and identify it and link it with other addresses should it get used as an input in a future transaction.
Those who do not like such dust transaction sitting in their wallet can send it to a burn address so it gets lost forever and doesn't connect any of their other addresses.