In some situation if you want to extend your pages with the base class and in the base class you want to perform any common operation in Page OnLoad event for all pages so in that case you can use this method.
It's just an example:
public class WebForm1 : MyBaseClass
{
private void Page_Load(object sender, System.EventArgs e)
{
}
}
public class MyBaseClass : System.Web.UI.Page
{
protected override void OnLoad(EventArgs e)
{
base.OnLoad(e);
}
}