To keep the lead by playing a card known to be a winner. If you know the opponents have enough tricks ready to run to defeat your contract or make their contract, it can be a good idea to play in such a way as to retain the lead for as long as possible.
As South, you play in 3NT and receive a spade lead. You have seven top tricks and a successful finesse against one of the missing queens would give you two more. However, a losing finesse would spell instant defeat. You therefore play to retain the lead early in the play, thereby maximising your chances. You cash the ♦A-K and the ♣A-K. If neither queen has dropped, you fall back on playing West for the ♥Q.