Why heat soup in a blender?
I think you're misunderstanding the claim slightly. You do not heat an already pureed soup, you puree and heat in one step. You can indeed make a hot soup from cold ingredients using certain high end blenders. The only one I've verified this with is the vita-mix.  To do this, you put your ingredients in to the blender, turn it on, and let it run about 5 minutes. The friction from the blades heats the soup while chopping the ingredients. The soup will get piping hot. 

Why would you do it? It's easy. It takes about 2 mins to get the soup really smooth, so it's 3 more minutes to get it hot. That's faster than you would be able to do with a stove, although maybe slower than a microwave. Is it more efficient? I don't know, but I doubt the difference in electrical efficiency is really sufficient to drive a choice one way or the other. 

In terms of cleaning, you already need to clean the blender because you pureed the soup. There's no additional cleaning to do if you cook it there too, versus additional cleaning for stove or microwave. And the blender is easy to clean as it's one piece; you just add soap and water and turn it on for 30 seconds, then rinse. 

Personally, I do not think this is "one of the main selling points". It's a neat trick, and it's useful. However, I think that it's more interesting as an indication of the blenders power. You can use these blenders to make exceptionally smooth soup, make peanut butter, properly crush ice for frozen drinks, etc. They do this much better than a 'normal' home blender, but just saying 'better' probably wouldn't sell a lot of these things at 4x the price, so they focus on something that the standard home blender most certainly cannot do.