In a gunboat game, every order you make sends a signal. If I'm (for example) Italy and I order Ven - Tri, that sends a signal to the entire board that I want Trieste. It's probably going to be taken as unfriendly by Austria, and friendly by France, for example.
You get to do something similar with a unit you're not planning on using. As Austria, what message do you get from Ven S Tri? Probably that Italy intends to keep a unit in Venice, but that he does not want to fight you, and is hoping you will similarly choose not to fight him. Also, that he's okay with your keeping a unit in Trieste.
Similarly, as Austria, I might want Turkey to move Bul - Rum to help me against Russia. How can I ask him to do that? One way is to order a support for Bul - Rum, with the implication that you'll make the same offer next turn. As Turkey, if I see you order Ser S Bul - Rum, I'll probably believe that the support is available should I want it, and plan accordingly.