I don't know. Most of IP networking is built so that the network can go down and back up, causing only a performance hit. So you can theoretically throw the state table away (for example in a NAT setting), all existing connections will break, but they will regrow quickly.
Perhaps the idea is to avoid that performance hit? For example: Save the state table, shut down PF, do some operation like an upgrade or a reconfiguration that can only be done with PF down, then bring it back up, and do it so quickly that the consumers of the state table (the ongoing connection) don't even notice? I guess it could be done.
Perhaps for stateful transfers between hosts, as part of an active-passive failover strategy? But it doesn't cover the case of the active host dying without writing the state table first.
Or perhaps it's a debugging tool, built by developers and for developers. I could see this as useful in testing: Carefully construct a set of states, set them once. Then start pf, load these specific states, and run with them for tests.