i guess to test how well-designed they are/if the device has surge protection
if it's a consumer grade device, it doesn't have any kind of surge protection in the usb port as it is not supposed to have 200 volts put trough it
this kinda of device is recommended to use with a "shield" part that's sold separately, for any real kind of testing it should be a one piece device to make malicious use harder, with a proper indicator instead of wires you have to spark together..
there is no practical use for this