You don't want to store the spend ash, but you don't want it flooding the ashtray itself. Full ashtrays stink, are difficult to use and look terrible.
You can either keep carrying them to the bin in the kitchen to empty them, or have a container under it, so it can just be tipped over when it starts to get full and the trips to the kitchen bin are fewer.
It's purely practical, but it does make the ashtray a more complicated and expensive item to produce.