He might mean downloading scripts from external sites, like phpbb, etc. Maybe he has dialup, and he'd rather use wget to get it directly from their site.
Hell, I have adsl, and even I do it that way, just because it takes me half an hour to upload these things on my crappy 256/64.
Though the thing I love ssh more for, is being able to import a database of gigantic proportions in a matter of 2 seconds after uploading it via ftp, something which cpanel and phpmyadmin can't handle real well.