Here is a scenario:
Our main Jenkins master is running on Windows machine (yes I know... I know...). We are doing iOS mobile development. There are some things that can only be done using Xcode (which only runs on Mac OS). I have a Jenkins Slave running on that Mac, that takes care of executing those tasks that can only run on a Mac.
Why not just setup a new instance on that Mac? Cause that job is tied together with other jobs (on Master) in dependencies and the flow. Even promotions on those Xcode tasks are run on Master.