but I'm sure someone will tell me

You think so?

The beeps are useful in knowing that your remote presses were received by the player. With beeps on, I can pretty much type in searches using my steering wheel remote without looking at the display. Not having to look at the display has a nice side effect in that you can keep your eyes on the road, which is a good practice, or at least that's what they tell me.

Unfortunately their implementation in the player app is kinda inconsistent. Hijack doesn't use them either.