Because some Pokemon appreciate the Burn and Poison status conditions. It sounds foreign, but some of these strategies are actually very effective.
Probably the most common strategy for the Toxic and Flame Orbs is to pair them with Pokemon that get a boost from having a status condition, for example Guts users or Zangoose with Toxic Boost. These items make their moves extremely powerful, though they still take damage from the status conditions inflicted by their items. The items could also be very useful for bringing Facade to its full power.
Some other examples include Gliscor and Breloom, who can get 12% HP every turn from being Poisoned thanks to their Poison Heal ability. Some Pokemon that aren't affected by burns or poison could also find the item useful. An example could be Sigilyph. Its Magic Guard ability stop it from taking damage from status effects, but it can use Psycho Shift to transfer its burn or poison to the opponent reliably and with no risk of missing. A Pokemon with the burned or poisoned status could also double as a status absorber to switch to if you predict a Thunder Wave or other status move coming your way.
There are probably plenty of other more obscure strategies for the Flame and Toxic Orbs, but these are the main ones.