You often need subsets of objects in a collection and want to access them efficiently in your domain model. But you certainly don't want to access the EntityManager or any other object manager here to craft a query. FilterExpressions for collections allow to go back to the database and query for all objects matching the crafted expression. Additionally they also work against in meemory ArrayCollection exactly the same. This way you don't (except for the SQL performance when it haunts you ;)) have to think about the context and can focus on your domain logic.
In Doctrine ORM this will be done by building DQL under the hood, in memory it will be done using Collection#filter(Closure $closure);