Hi Wasfi,
You can find a list of use cases for active on-premises WSS Agent here.
In terms of CASB, some of our customers only use the CASB Gatelets portion of our cloud services and would like to keep other traffic going through the on prem security stack. This is a use case for Selective Intercept. If Selective Intercept is not selected, CASB Gatelet traffic will still go through the agent tunnel and get routed to CASB. The difference is that all web traffic will be sent through the tunnel as well.
Does that answer your question?