EDIT: s/alice.bob.com/alice.example.com/ to fix part of the backstory.

Let's say that you have a server (like Prosody) that has one or more subsystems (like BOSH and Websockets).  You want to stick them behind a web server like Nginx so that they can be accessed via HTTP - let's say that you want a browser to be able to communicate with those subsystems for some reason.  Or more likely you have a web application that needs to communicate with them in the same way (because Javascript).  Assuming that the above features are already enabled in Prosody …