Christmas lights often have a female plug on the end so you can chain another string to them. They also aren't designed to care which end the electricity is coming from.

Now if someone has strung up all their lights, except...oops, they got it backwards, the female end is where the male end should be, and the male end is hanging off the corner of the 2nd story roof, they might be tempted to just use a male to male cord to hook it up instead of having to pull down the entire thing and redo it the other way around.

Have you seen how cold it is outside? Ya gotta stay warm somehow.

Often used (foolishly) to bridge gaps in string lights

It's tradition 🤷