This can be useful for notifications that confirm direct user interaction, such as successful Bluetooth pairing, Screenshot creation, or plasmoid removal.
It only overrules filtering based on urgency, disabling notifications for that application altogether will still hide them.
Such a notification also won't increase the unread counter as it can be assumed when they do something, e.g. click on "Pair", they will notice that the pairing progress dialog went away and a confirmation notification is shown.