Imagine you're on the run from mafia and communicating with your parents via a messenger. You sent your current location and after a few hours mafia people approached your parents and took their phone. Now, if you sent an message that deletes itself, you're sure that unless your parents didn't preserve it intentionally by copying and pasting or taking screenshot, this location isn't revealed to mafia. If your messenger didn't have this feature, your parents would have manually delete the sensitive message — what if they forgot?

This feature is quite useful, even if not 100% proof.