It makes money for the people selling emu oil, and it's likely the ads for the product make some pretty awesome claims. From what I read in the ads, it's got stupefying healing abilities, and it leaves you with a thick and shiny coat.
Yes I have used it. I use emu daily. I use it on my face and body. It is by far the best oil I have ever used. I have mixed it in with a hair oil I sometimes use. I just massage it into my scalp and leave it in a while before washing out. I have found that using organic shampoo and using a scalp oil has made my already thick hair thicker. It is even more true when it has biotin in it.