1. NDAs - if someone's in a closed beta, and starts posting screenshots, they can quickly identify the culprit.
2. Hacks - if someone anonymously boasts about finding some exploit in the game, and shows screenshots, they can be tracked down.
3. Abuse prevention - if someone posts screenshots of themselves abusing another player, or breaking the TOS in some other way - but with names blurred out - it would still be possible to find out who it was.
If a user emails support, and their email address is not directly traceable to their login(for example, if they use firstlast@gmail.com for battle.net instead of first.last@gmail.com as the sending email), it allows support to add that to the ticket.
If it turns out to be true, it's a pretty cool yet creepy application of steganography in the wild.