Debugging has already been mentioned. I run lots of programs that take several hours too, be that copying files or transcoding or processing some data. Right now I have something running that won't be done for two days.
And when I have 20 programs open, even if it only takes 15-30 seconds per program to get them going again that's a bunch of time I didn't need to waste. And even the programs I have that autostart still require prodding to get them into the right state.
I also have programs that can take weeks to run, but I just leave my computer on and running in those cases. I have never trusted sleep or hibernate to properly handle those situations and I don't want to lose data. Not to mention, if I'm pausing it while its running it will take even longer to finish.
Debugging I can understand, as that's a bit of a different beast than a program that can run unattended.
And when I have 20 programs open, even if it only takes 15-30 seconds per program to get them going again that's a bunch of time I didn't need to waste. And even the programs I have that autostart still require prodding to get them into the right state.