Imagine a playlist with 500 songs. Amongst those, there are songs that you want to play together, one after the other in one particular order.
This feature would let you join the songs as one entity for the eyes of the shuffler, so that when any of the songs jointed gets to be played, the player plays all jointed songs in order and then continues the shuffle.
To shuffle a playlist manually, the jointed songs should move together as they are dragged.