Here is another scenario, where hard links are useful:
I had do make changes to a config file for a program. There was no source available, the program crashed on reading my version, and the crash handler removed any temporary stuff.
So I started the program, made a hard link to the temporary output and waited for the crash. Now I could see how far the program got and immediately spotted the error.
Disclaimer: Free software makes this unnecessary, good programs provide at least a debug option that makes temporary stuff survive, and even better programs give useful error messages. But one can't always choose the environment.
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