Using them in compound lifts, helps you train weaker areas of the lift. For example, if you have great leg driven bench that pops the bar of your chest easily, but you are weak at locking out, adding chains lets you overload the top of the lift as more chain comes off of the floor. It is similar to using bands in this way. Now if you were weak getting the bar off you or chest, but great at locking out, chains wouldn't be too helpful. You would want to supplement things like pin presses to strengthen the bottom of the lift.