Pro:
Easy to return out of a different but close by airport should your plans change or should a good fare become available out of that other airport. Think SFO/OAK/SJC, LAX/BUR/ONT/SNA/SAN, EWR/LGA/ISP, IAD/DCA/BWI, and so on.
Con:
Severe storm type travel waivers may only allow you to make changes or cancel one segment of your trip depending on what dates are covered.