They are necessary when there is a time lag between operator commands and robot execution like in space exploration.
Much research on autonomous robotics focuses on vehicles on land, underwater or in space. An area showing promise is domestic robots, with a few companies starting to market small vacuuming robots. While the level of intelligence is not high in these systems, they are capable of cleaning up the carpet on their own within a given bounds.
Sony is marketing a series of robot dogs which are capable of being autonomous.