You generally do this when you need to abseil a route or pitch and can't find any fixed anchors such as bolts, pegs or fixed gear around trees in place.
Sometimes also if the bolts are badly positioned and the ice is so thick in very good years, you can struggle to find the abseil bolts and chains like I had one year at the top of Repentence in Valnontey so you need to build an Abalakov or 'V' Thread or even 2 if the ice isn't great and it's a big steep pitch!
Adrian Nelhams building an Abalakov Thread Vimeo
Hope it's of some interest/help!
We also finished last week on some great ice....
Ben Tibbetts enjoying the lead in Valeille, Lillaz yesterday
Naomi Boxall cruising her first grade 4 - Happy Days!
Safe climbing
Ade