Yngve
When you close the throttle, you have very high vacuum on one side, and very high boost on the other. A surge valve dumps manifold pressure when you suddenly snap the throttle shut. A turbo spinning at 140,000 rpms does not just stop spinning. When you shut down, you can get an odd surging behavior where the engine does not come down right away, due to the boost over powering the throttle. Surge valves eliminate this, and allow you to have total control. Your turbo will also live longer. I've seen throttle blades literally bend from this force. It can also bend over time giving you a mysterious throttle problem.