Because you can see videos and listen songs from Pen drive. Also, from that USB port you are able to attach your Digital camera or Handy cam so you can watch your photos and videos directly from it.
Why there is an USB Port on my Dell LCD Monitor?
You know how you have a screen on your cell, laptop, camera etc.? Well any images you can see on those you can link to from your other electronic device and watch those images on a even bigger screen. You're just using the screen to view what you would normally see on your other handheld devices. You know how you see a cameraman video a show and the TV monitor right next to him lets the audience see what he is filming? That's sort of the same idea. You're using the monitor to view things.