It's a way of reducing the fare on long-haul flights by adding a Saturday night stay, even if you won't actually be there on the Saturday night.

For example. If I needed to go to New York for 3 days every week from Monday to Thursday I could expect to pay a higher fare since I wouldn't have a Saturday night stay (this rule exists so leisure travellers pay lower fares) but if I'm going every week for say a month I could do this.

Booking 1: (LHR-JFK)

Outbound: Monday 1st
Inbound: Thursday 11th

Booking 2: (JFK-LHR)

Outbound: Thursday 4th
Inbound: Monday 8th

and so on...

Both of these bookings include Saturday night stays so will substantially reduce the overall amount I need to pay.