Not wanting to be in possession of key material which could tie the original message back to you would be a good example. PGP messages are not deniable.
I was thinking more of a situation where a worker trying to expose abuses has knowledge of how to use a computer but does not have a computer at home that they can trust. Either it's shared, is running an operating system that cannot be trusted (due to malware or other reason), is under active surveillance (not necessarily by a state-level actor), otherwise untrustworthy, or the leaker simply does not own one.
In that case there is no safe way to generate and store a PGP key, and possession of the associated key is a great way to break anonymity.
