You asked why I would need to change the slug...
One answer is: because it's a built-in feature of WordPress, and it's there for a reason! :-)
But seriously, the reason *I* like to change the slug relates to why I use nice permalinks in the first place, rather than numerical database queries in my URIs. Specifically, I like a permalink to mean something useful and possibly even memorable.
So, suppose I wrote a post called "Here Are My Top 10 Reasons for Preferring Brief Post Slugs Rather Than Default Slugs". I would probably choose a post slug like "why-brief-slugs", or maybe "brief-permalinks". That, to me, would make the slug useful and possibly even memorable.
But the default, automatically generated, slug would come out as "here-are-my-top-10-reasons-for-preferring-brief-post-slugs-rather-than-default-slugs". That just doesn't seem to me like a particularly friendly, useful, or memorable ending for a URI.
Still more broadly speaking, where WordPress offers built-in features for specifying different aspects of posts (e.g., whether or not comments are switched on, what the post title should be, what the post slug should be, etc.), I think it's a good idea to expose those features through the API -- the API which exists specifically to expose WordPress functionality to other applications.
On the other hand, I'm not the one investing time writing the XML-RPC code, so this is more of a wish for something I would find useful, rather than an argument that "thou shalt do it this way", if you see what I mean. As far as the folks who *are* investing their time to produce the code, well, I guess I'm just mostly grateful that they do what they do in the first place! :-)
All the best,