Why do fry cooks use water to cook burgers?
I often use this technique at home to cook proteins.  It shortens cooking time by using steam as a heat transfer medium to cook the top of the item at the same time as the bottom.

You can also use this method on frittatas, dumplings, etc.

You can also use flavored liquids to impart flavor as well.  I particularly like hard cider with chicken and pork.