There are a bunch of rims with fairings or deep section that don't give you access to the usual square-section part of the nipple. If you want to re-true your wheel, you remove the tire (and rim tape, if appropriate) and use a wrench with a small hex head to adjust each spoke. Mavic Cosmic Carbones fall in this category, as do some of the Campy wheels.
Hex-head nipples are sometimes used in machine-built wheels, but most wheel-building machines don't have to tighten from that end of the nipple (look at how Ksyrium's are built and assembled, for example). But it's often faster in bulk wheel assembly to use a 4.5 mm socket (or whatever's appropriate) mounted in a pneumatic drill. You can get sockets made for this purpose that grip the nipple (whether brass or alloy, magnetic sockets won't work, of course) so it's very fast to insert and tighten the nipples.