Portable... No computers need. They can be used anywhere. Even away from the office.
They allow the participants to experience first hand how the system will work. No computer tool can replace the interaction that happens by physically picking up the cards and playing the role of that object.
They are useful for teaching people the object-oriented paradigm.
They can be used as a methodology themselves or as a front end to a more formal methodology such as USDP, RUP, Booch, Wirfs-Brock, or Jacobson.