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Hey Piotr,
The way I see it is that it's an embedded option for simple external filtering. The advantage is that it doesn't even let traffic leave client-side and immediately blocks the request. Depending on your needs, adding the extra VIP might be beneficial for your network. You don't have to use it and I believe most people might not even bother using it but it's there if you need it. It allows you to control whether or not the host the client is trying to connect to will be allowed by the proxy or not when it's set to deny. If you set it to deny, you need to create a corresponding listener for return traffic, otherwise traffic is blocked by default in the beginning.
