[Alan @ CIT]

Obviously you wouldn't want to give all users access to sticky their posts, but it can be useful For example:

You have 3 trusted members who write good Tutorials which you regularly have to Sticky for them. You could create a new usergroup, give this new usergroup permission to self-sticky their threads, then add it to the 3 trusted users as a secondary usergroup. Saves you having to Sticky their future tutorial posts

Or, perhaps you have a subscription that you sell that allows members to self-sticky advertising threads for x days - it could be useful for that