There are lots of reasons to want some form of scripting language embedded inside a C++ project. This is the primary use case for Lua, especially in game development. For example

- In a game, write quest logic in the scriptable language so that game devs can tinker with quest design without recompiling the game binary.

- "plugins" (usually UI plugins of some kind). Games like Elder Scrolls Online and World of Warcraft allow for 3rd parties to write UI extensions in Lua.

- Any other logic that you want to run and frequently modify without modifying the binary.

There are other great uses-cases that I can't think of right now, hopefully others can help.