A lot of applications these days can download and install their updates for you. Some games do the same!
Having an updating or patching mechanism built into your game can be really quite convenient, as it brings a couple new possibilities to the table. For example, you can have it download new content automatically. It may be a new item, event or whatever, but it’ll get the latest and greatest to your players without too much trouble. DLC works in a very similar way.
Frequent updates are very common in games that require a lot of balancing. These can be strategy games, but also action games. Say they’re collecting usage data, and a certain weapon is being used a lot. They take a closer look, and notice that in 90% of the games it’s being used in, the team using it wins (assuming the enemy team doesn’t use the weapon). Sounds like it’s pretty strong, right? You take a closer look and notice the item is insanely powerful, or simply broken due to a bug of whatever kind. Fix it, and shit out the update to players.
Similarly, bug fixes will reach your audience much faster, keeping your inbox from getting flooded with emails to which you can just reply “download the latest version from the website please”.
If you play it right, you could turn it into an easy way for players to install mods of your game, assuming it permits them. It usually isn’t much different from adding a couple files, or changing some lines of script. You can even make your mod loader keep track of the changes, so you can “patch back”, removing the mod.
Above points don’t apply to every game, so keep that in mind before you blindly put in more than needed. Still, sounds like stuff I may need someday, so I should look into implementations and such. No expert on the subject yet, so use your own judgement, but I’m learning!