A good reason for multisession CD-R is to use puppy linux effectively. Basically it allows you to have a bootable CD with OS and all your settings complete, that you can take to any computer. Saving settings requires multisession functionality.
More info can be found here: http://www.puppyos.com/multi-puppy.htm as well as in many other places.
Some users should try to be less dismissive of valid requests, even if they don't understand the rationale completely.