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These often come pre-soldered on devboards, e.g. and allow for easy access to GPIO pins. E.g. they're present on the Raspberry Pi 2.
Why would someone ever sell a devboard without them pre-soldered!
Figure 7. 6x1 pin header. Source.
Figure 8. Underside of a Raspberry Pi 2. Source. At the top of this image we can clearly see how the usually pre-soldered pin header connectors go through the PCB and are soldered on both sides.