First I try to answer your questions in your first post:
1, E.g. Imagine one day a zero day vulnerability is discovered in the openvpn software. With your updated snort ruleset you can protect your unpatched device against disclosing this vulnerability.
2, The example above applies here again. Because the manner TCP connections work snort will block the answer (reply to a LAN connection) coming to your WAN interface if a rule is matching the packet. So in this situation it "doesn't matter" whether a port is closed on your firewall or not.
3, E.g. You accidently or by mistake click to a link in an email message that points to a crypto malware file that would encrypt your whole disk. Snort will block the connection and save you from a catastrophic situation.
4, Pfblockerng will broaden the IPS function by blocking known malicious, attacking IP addresses and DNS addresses thus further protecting your network against malware, spam, ransomware and other threats.
As far as I can tell by reading your second post, that you are not sure why to protect the traffic coming from the LAN interface.
Your network could be attacked not just from the Internet. E.g. someone connects an infected USB drive to a computer in your network which spreads over all the machines. This infection could send private data out of your network BUT snort could block this too.