I get why palettes for different machines are useful. Particularly when trying to capture the feel of a particular computer or console or preparing graphics to actually be put on one of those machines but I'm not sure why palettes from games are useful. Some of them seem so large I'd just pick my own colors anyways.
For most games, there isn't much of a point unless you don't even have your own palette if you know what I mean... but in some cases, some palettes are really cool... I have my own palette I made, but I rarely use it after I got my hands on some of these palettes. For me personally, I use the Namco vs Capcom palette... the colors are awesome, they are well chosen of course, and the tone is right where I want it to be... also the Disgaea 2 palette is really nice, with a very soft tone. So it's different despite many colors look the same. Just like most EGA, C64, NES, etc palettes give an specific feel, some of these palettes do the same, but in a different way.

I have learned a lot by just ripping the colors off the sprites, not only about colors, but how they are used in the sprites, etc... in my case I like to do it also for that... and well, there aren't really any full / almost full palettes out there for people to use.