To reply specifically to “Could you maybe add a concrete example of a situation in which I would want to use it?”:

You may want to use White Balance bracketing if: you don’t shoot raw or very rarely process raw files, either because you prefer the quick process of shooting JPEG files and not messing much or at all with them, or because you don’t want to learn raw processing software (Lightroom, Aperture, Camera Raw, etc.).

As others said, if you do shoot raw you probably have no use for White Balance bracketing.