When you scroll away you can jump back by hitting anything on your keyboard. Also you can stay where you are, by clicking anywhere. It is a useful feature, that enables you to scroll to your heart's content.
The exact behavior isn't hugely important (although I think off-screen cursors are a useful feature). What matters is consistency between applications. There's no realistic scenario where I do everything in Emacs, so Emacs has to behave in the same way as other applications. If not, I risk data loss or corruption because I might fail to notice the cursor ending up somewhere I didn't expect. This is especially likely to happen with a feature like off-screen cursors that I use only occasionally.