There's none. It's kind of like the "hello world" or "empty program" example for arrays.
What this page shows is that the CREATE ... DOES> construct is similar to a closure, except it can only capture one address (or reference in languages that don't want you to dirty your hands with addresses ;-) and it is always a global symbol (like almost always in Forth). It is still useful to encapsulate implementation details, though.
Some people have said it is a basis for objects, which is a bit euphoric IMHO. You know, "closures are the poor man's objects, and objects are the poor man's closures".