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Yeah I never quite got it. Although I never do anything where I'm driving massive fixings all day. I have noticed that massive 12 or 14 gauge screws will tend to explode a non-impact rated PZ3 bit fairly quickly, but I can almost count on one hand the amount of times I've done that in the last decade. For heavy duty stuff I imagine not having to change bits all the time would be helpful, but you can get a multi pack of Wera bits for about £8-9 for 30 bits, so 30p a piece, works for me.
Technically, normal hex bits aren’t impact rated and can shatter.
FWIW, I use normal Wera bits and just accept they’re disposable. And I have a big trend snappy set, and I just replace the ones that break/go missing.
I’ve often found that the black impact bits aren’t great to use. Although there may be brands that make good impact bits, all the ones I’ve tried seem to jump around in the screw head a lot.