It's obvious why voice-mail and movie-listings applications should be accessible by the phone. But why GUI applications? GUI applications might provide telephony functionality for the following reason:
Remote Access. Any application that provides a functionality that users might want to access when they are not near a computer might use telephony. An application that can control the user's VCR is a great example; After all, how often have you forgotten to set the VCR to record a show only to remember when you were at work?
Database. Any application that provides a database which users might want to access when they are not near a computer might use telephony. This includes E-mail systems, address books, etc.
Reminders and Alerts. Some applications need to remind the user to take action at specific times, such as a schedule program. These can use the telephone lines to call and remind the user no matter where the user is in the world. A scheduling application could remind all of a meeting's participants by giving them a call before the meeting started. Alternatively, a PC could call a user if something of importance had happened. Perhaps when a hard drive on a server crashes over the weekend.