let me explain with one use case (I believe there's at least one more, but it doesn't matter for example's sake):
say you have a model Employee with two proxy models DeliveryPerson and CallCenterOperator, but only Employee has a ModelAdmin.
You get to the Employee admin changelist and each instance's link is in the form of /admin/employees/employee/{pk}/.
What you would like to have sometimes is that links actually follow the structure of the proxy model they point to.
So, if one Employee instance is actually a DeliveryPerson, then I may want to have its own link on the changelist to be /admin/employees/deliveryperson/{pk}/, instead of the /admin/employees/employee/{pk}/.
Right now this is possible by overriding one of the response methods in the ModelAdmin, but I would find very useful a boolean attribute ("proxy_changelist_links" maybe?) on the ModelAdmin for the same purpose.