It can provide additional filtering so that the firewall doesn't have to log completely bogus intrusion attempts. In high-volume or highly visible environments this can be a godsend for keeping the reaction threshold alive while still maintaining a reasonable ammount of paranoia about firewall log incidents. Trusting a LAN full of insecure hosts with users who'll load anything over the Internet is generally a bad idea. There's no inherent trust in any single piece of equipment or technology in such a design, and there doesn't have to be in any single administrator either. We've preached redundant mechanisms to offset a single failure in firewalling for years.
Any firewall can be made that insecure, it's relatively cheap insurance to add screening routers.
Actually, at first this looks like lunacy. Surely one of these devices is redundant. Does not make sense. If has a few advantages. Compressed back issues are available for anonymous FTP from Lists.