+1

It's so you can corner weight the car

If you jack up one corner, that corner takes more of the weight.
Think of a four leg table, and where the weight goes when you slip a beer mat under one of them
'Preload' is a bit misleading really - often seen on the Tein stuff too.
The KW3 and many others (TUV approved normally) have helper springs.
These small springs are always totally coil-bound with the car sat still on the level.
But get some air and they keep a little tension on the damper piston so the big springs dont fall out.
A better but more expensive solution to the same ends.

I think this is what Dembo is thinking of?

 

Errr, no. I was talking about preload. Watch the video. If you had preload, you wouldn't need the helper springs. Corner weighting comes from adjusting the ride height, not the preload. Maybe the confusion comes because on coilovers without independent preload adjustment (like my Bilsteins) raising the ride height increases the preload, but it's not adjusting the preload that allows you to corner weight, it's adjusting the ride height, and you get the preload change whether you want it or not.

Note that the video suggests using no preload, and the fact Bilsteins, KWs and the like have helper springs suggests they're also intended to be used with no preload.