@Alexander S. typically just to have live data in dashboards. Some sessions are really long at our customers, thus you won't see the data in dashboards which prevents them to use the USQL results for real-time or near real-time visibility as advertised.
Just imagine a worker at a shop. His/her sessions are typically hours long (well might be split into several sessions depending on the number of actions). Until the session is finished and finalized within Dynatrace it won't be calculated into USQL results. This makes the whole queries to recent data unreliable.
I also am frustrated by live session data not being present in USQL. I find USQL useful to watch activity, specifically user actions, while troubleshooting things like application rule matching... having to wait hours to see actions I just completed in testing is a big gap, as well as being unpredictable (given that sessions have different lifetimes).