The 'DistributorDataAddress' in a worker's configuration is used by the worker as the return address of a messages sent by the worker's endpoint (so if other endpoints do Bus.Reply the message will return to the distributor endpoint and not directly to the worker endpoint )
Take a look here: http://particular.net/articles/load-balancing-with-the-distributor, look at 'Routing with the Distributor' part of the article
HTH