This would allow a user to connect to the host machine before anyone has logged in on the machine yet. This is helpful if you have to restart your PC remotely and still need to use it after the restart.
Obviously there is security concerns with enabling this. There should be an option to enable this in the settings. It should be off by default. There should also be some extra layer of security before you can successfully start streaming. This could be: Requiring a second entry of your password, or some sort of 2-factor authentication.