Sometimes you want to do something that curl cannot express, e.g. timing, protocol oddities, etc. For example you may want to issue a CONNECT to an echo server through a proxy and observe the bytes flowing back and forth. You may want to see what happens when conflicting hop-by-hop headers are specified without worrying about the client's (curl's) interpretation of them. A simple nc -c (or openssl s_client -crlf) lets you do all of that.