What are use cases for something like this?
It's a mechanism to deny attackers access to consuming your stateful resources. Attackers without the secret can't consume any more resources than sending you a packet that you perform a maccheck on.
UDP could be used instead but it's not uncommon for it to get blocked by firewalls. This approach will have its own, but different, issues with firewalls.
This kind of tool is used to do things like allow remote SSH access without getting inadvertently connection and log flooded by overzealous password crackers or exposing the service to enumeration.
It can also be used to protect weaker protocols that don't have adequate security internally (e.g. where you don't trust that they're not exploitable) but that you only need limited access to for emergency purposes.