I often buy chocolates this way. Typically, I find the prices to be competitive or a little cheaper. It is convenient for the "bringing something back to the office" gift, so that you don't have to cart it around your travels if you buy it at duty free on the return trip. In some countries, it is also useful to get rid of local currency if it is money that you don't want to save for a future trip. For example, I have no reason to get rid of euros--I just save them for the next trip. But some other currencies, I might not want to retain.

Also, sometimes you can find products that are not easy to find elsewhere. The duty free stores often have this tower of Lindt miniatures that I like to buy.