Usually they're used in thin devices where a bigger battery wouldn't fit.
Lots of computer styluses take AAAA batteries, including the Microsoft Surface Pen.
There are also some small flashlights and laser pointers that use them.
I have a wacom-type pen for a tablet that uses one of those. It was a total pain in the ass the time I was traveling and accidentally discharged it by jamming the button in a tight-packaged bag. Turns out, they are pretty much only available online. No normal shop ever stocks them, not even electronics shops nor radio shacks. Barely anyone even heard of them. Tried disassembling a few 9V's, but all of them were the stacked kind. And with international shipping going 2-6 weeks and me changing locations more often than that, it was an extremely difficult to get hold of them.
The stylus for a surface tablet uses one AAAA battery, and it will last for hundreds of hours of use. I wish I still had mine, as my surface tablet was my art tablet and I miss doing art. Nobody pay attention to the fact I was bad at it.