OK, lets go: Sometimes you want connections that you later want to get rid off.
One case is selective gold plating of traces, where the PCB gets dipped into a gold solution and a galvanic process is used. The gold attaches to the traces which are connected to a current source, the others are not gold-plated. All those wires need to go to a common node where the current source is connected to, but you dont want a short afterwards, so the node can be removed by milling.
Also, my wife who worked at CAM in a PCB house said there are other reasons for people to use it without selective gold plating, she knows some of them but she didn't understand them all.
Also, one might ask the PCB manufacturer to not mill the milling layer but does it by themselves later (removal of programming/test traces?)