I guess for really large files on older hardware it could take a while to finish converting it into a printable format and you'd want to be able to interrupt it. But wouldn't it make more sense <question class="from ignorance">to spawn a thread for the printing, and if you receive the interrupt from the printing system you just kill that one thread?<question>
The function in question is the one a program uses to tell Windows that you want that interrupt and where you want that notification send in your program.
But this function not for the conversion phase, it is for the actual printing part. This is to handle the case where the program is done with the printing entirly, but the physical pages are not done coming out of the printer. This lets the program get notification if the print job is stopped after the program is done with it.
As for why the function exists at all for WMF and display routines, it is because of Windows unified drawing subsystem. Windows, in theory, has one set of drawing functions that are used for all output contexts. WMF are really just a way of storing those drawing commands in a file, and thus WMFs have access to the same functions as display and printer routines.
Jay