Ok,
so you are walking down the street, weaponless. Some Thug comes up to you with a Bat, or knife, or chain, or whatever he happens to be carrying. In the garbage can next to you is a Broken Golf club, or your "Auto Club" steering wheel lock is on the seat next to you, or there is a piece of 2x4...
In Certain situations improvising a weapon from what is at hand is probably a great idea... and while your Dojo may not teach "Combat Golf Club" im sure you can see how training with a weapon can still be practical if you pick one up and compare its use to somthing else... say a sword, hanbo, etc...
And depending WHERE you live you may or may NOT be able to carry a weapon. I carry two... legaly where I am, in a suburb of Chicago, a Kuboton on my keyring, and a CRKT M-16 Folding Tanto... I have had training with both... and I have to say that I feel that training with both was a practical thing and a good addition to my "martial arts arsenal"
And that doesnt even go into the "Help, I am at home and there is a Burglar and I have my Katana at hand..."