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You often see this for larger sites or frameworks (not because it isn't possible for smaller sites, but because for smaller sites you'd be putting more code and effort into the core of the site than the actual content). One can say that it enables one more level of dynamic programming (as oposed to static programming, which is just plain html). You can i.e. have entire pages stored in your database, rather than just small dynamic parts loaded into otherwise static pages, and have them loaded through the index page. That way you can add/edit/delete entire pages on your site dynamically, without having to add or modify anything in the core. This is probably the very base of most CMSs (Content Management Systems).
As a practical example, the CodeIgniter php framework uses this approach to dynamically load controllers and views (look into the MVC (Model-View-Control) pattern) through the index page, after having loaded and run it's own base routines.
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