It's similar in effect to what busybox does to shell utilities, though the motives are different.
- HyperLogLog, bloom filter, other probabilistic data structures
- Geospatial operations on stored points and polygons
- Expiring keys, for creating caches
These aren't in most standard libraries, and the Redis implementations tend to be fast, robust and well understood.
Every language you can talk to redis most likely has a library to do that, and it probably works much better with the rest of application than "embedded redis". If it doesn't, it probably has C-FFI and there is "fast, robust and well understood" implementations in C.
(I'm not personally sold on embedded Redis myself, but the question was "Aren’t your own programming language’s constructs much more well-defined / understood?")