It's just the handiest place for me to keep a backup, and in wintertime, a J-frame in an outside coat pocket is quicker to access than the pistol on my belt, buried as it is under a parka and a fleece pullover.
Some people carry in a pocket for dress code reasons, and for them, there is the Executive holster from The Holster Site. Unc, who helped inspire the design, reviews it for Shooting Illustrated here.
The best line in the article?
"This would clear out a slot in the holster drawer and reduce the number of times I handled a loaded firearm."Emphasis mine, because I can't tell you how warm and happy it makes me feel inside when people say that.