Socketing a microcontroller is quite useful and often underrated. Socketing any component has a single purpose: To make it easier to remove said component later. The most popular kind of sockets are the Mill Max Low Profile Sockets.
If you're looking for instructions on how to install sockets, please refer to How do I socket a microcontroller?
There are some common reasons why you'd want to socket a component:
- The USB port on a Pro Micro is easily damaged, as it's only fixed to the PCB from the top side, instead of all the way through. When the port fails, being able to easily remove it saves a lot of time and reduces the risk of damaging the main PCB.
- An unsocketed microcontroller is very difficult to remove. You need to desolder all 24 microcontroller pins cleanly for you to lift the microcontroller up. It's often easier to clip the header legs off, possibly destroying the microcontroller and PCB in the process.
- To counteract the above points, people often use an Elite C controller, which has a very sturdy USB port. As the Elite C controller is relatively expensive compared to the Pro Micro, people like to socket them to be able to reuse the controller if they decide to try a different keyboard.
Of course, socketing a microcontroller takes some more work than using it just with pin headers. The peace of mind of being able to easily replace the controller is more than worth it for most people, though.