Nested blocks are a really useful feature in the Gutenberg editor. If you haven't used them yet, you almost certainly will when the new “Full-Site Editing” changes arrive in WordPress 5.8. At that point, you will be able to build complete webpages in Gutenberg and I guarantee you'll be using nested blocks.
Nested blocks makes it easy to create advanced layouts. This is because nested blocks are blocks inside other blocks. A simple example is a Column block with a text block inside. Another example is a pricing block with a “Buy Now” button block inside.
Some common uses of nested blocks are the default Columns, Cover, or Group blocks.