don't use them myself that often... but below as described by SAP:
They can be used in the following scenarios:
You use a write-optimized DataStore object as a temporary storage area for large sets of data if you are executing complex transformations for this data before it is written to the DataStore object. The data can then be updated to further (smaller) InfoProviders. You only have to create the complex transformations once for all data.
You use write-optimized DataStore objects as the EDW layer for saving data. Business rules are only applied when the data is updated to additional InfoProviders. The system does not generate SIDs for write-optimized DataStore objects and you do not need to activate them. This means that you can save and further process data quickly. Reporting is possible on the basis of these DataStore objects. However, we recommend that you use them as a consolidation layer, and update the data to additional InfoProviders, standard DataStore objects, or InfoCubes.