This allows you to actually use an OpenSSH user certificate for
authentication, by combining the PPK you already had with the
certificate from the CA to produce a new PPK whose public half
contains the certificate.
I don't intend that this should be the only way to do it. It's
cumbersome to have to use the key passphrase in order to re-encrypt
the modified PPK. But the flip side is that once you've done it you
have everything you need in one convenient file, and also, the
certificate itself is covered by the PPK's tamperproofing (in case you
can think of any attacks in which the admin of your file server swaps
out just the certificate for a different one on the same key). So this
is *a* useful way to do it, even if not the only useful way.
The new options to add and remove certificates are supported by both
Windows GUI PuTTYgen and cmdgen. cmdgen can also operate on pure
public keys, so you can say 'puttygen --remove-certificate
foo-cert.pub' and get back the underlying foo.pub; Windows PuTTYgen
doesn't support that mode, but only because it doesn't in general have
any support for the loaded key not being a full public+private pair.