For one (minor) thing, they're a great way to add certain HTTP headers which can't be handled through other means. I use a Cloudflare Worker to give my site the necessary headers for its Content Security Policy (some parts of which aren't to be added via a <meta> tag[0]), as well as the nonces[1] for that CSP. This only scratches the surface, of course.

[0]: https://content-security-policy.com/examples/meta/

[1]: https://content-security-policy.com/nonce/