It depends on where you live. Here in Canada, this is a very important function in the winter time. It allows you to start your car in advance so that the engine can warm up and also so that your car can warm up which makes it easier to scrape the ice and snow off of it.


The other option if you don't have it is that you put your coat, hat, boots and gloves on, go outside and start your car, leaving your car running with the keys in it which makes it easier to get stolen right in your driveway, go back inside take your coat, hat, boots and gloves off, have breakfast then put your coat, hat, boots and gloves back on, go outside and hope that your car hasn't been stolen by now, clean the snow off of it which comes off easier now because the car is warm and then you get into a car which isn't freezing cold because it had time to warm up and thus your drive to work is much more pleasant.
But if you live in California, I don't see why you would need this feature.