The same way some pople use their integrated amps to bi-amp, or use it as a pre-amp.
The seperate power amp is of higher quality than the one built into the receiver. Imagine you have a £1000 receiver, that's $500 on the processor side and $500 on the power amp side, many people like their connections and such on the current receiver, so they just use it as a processor then use an external power-amp for the sound upgrade they're looking for.