This Behaviour helps to view time/date/timestamp/datetime from db to local Date / Time / Date Time format and in local Timezone. And save into db in with db timezone and db format. You only need to include this behaviour in models where need this facility.
You would find having such a need in most Yii Projects. Your database needs a specific format to store date fields, while you may want to display it in different formats to the users on forms and other views.