It's a smart move to finally address the fact - shown repeatedly in the earlier films - that deflectable blaster bolts are worse than useless against skilled lightsaber users, and that just one skilled lightsaber user can cut through scores of blaster-armed stormtroopers and cause massive damage.
So the core of the question is - is there any reason to think there are any such skilled lightsaber users who might pose a threat? It's a good question which Finn himself ponders while being trained to use lightsaber-resisting weapons (quote from prequel novel "Before the Awakening", thanks to DVK's answer to a related question)
The instructors demonstrated the use of each weapon ... elaborating at length on the respective strengths and weaknesses of each and ... how some of the equipment was strong enough to block even a lightsaber. FN-2187 wondered about ... whether or not they would ever be expected to fight someone who used a lightsaber. According to the First Order, the Jedi were extinct
Clearly, stormtroopers can carry weapons that, alongside other primary functions, can also be used in the unlikely event of facing down a lightsaber. But are there even any skilled lightsaber users who might threaten the First Order, who its leadership are aware of and might be thinking of when adding this element to the troopers' training and arsenal?
The film alone introduces at least two, with the potential for many more, and shows why the First Order high command would consider them worth taking precautions against, while a grunt like Finn would be less likely:
Luke, obviously. Snoke clearly considers him still dangerous from the priority he gives to finding him (while ordinary people show some skepticism to the Skywalker legend and little knowledge of him still being alive - consider Rey the scavenger's surprise at hearing that "it's all true")
- ...and by extension, there's the possibility that Luke could, in his unknown location, be training more Jedi. From Snoke's point of view, it's a small possibility that, if true, could be devastating. Worth making precautions.
Kylo Ren, less obviously. He's unstable, hasn't completed his training, and shows signs of being drawn to the light. His granddad's last-minute defection was devastating - Snoke would be a fool not to make contingency plans for how to contain Kylo should he defect (or, also possible, should he become a liability who doesn't take kindly to the prospect of being put down)
- ...and by extension, the other Knights of Ren. We know almost nothing about them, beyond one passing reference to Kylo being first among them. It's certainly possible, therefore, that they each also represent a risk of defecting or of becoming an unruly liability.
Obviously, it should go completely without saying that such weapons aren't expected to make a grunt able to beat a trained Jedi in a one-on-one duel. Such duels are not at all how stormtroopers fight.
Consider any of the scenes from any film where a single Jedi effortlessly cuts through tens of stormtroopers, first deflecting their blaster bolts back into them, then getting in close and effortlessly cutting through them because their weapons are ineffective and they can't defend themselves.
If even just one stormtrooper in ten successfully blocked just one attack, that could buy enough seconds for three or four stormtroopers to get around behind them and attack from all sides at once, which would at least slow them down or force them to change strategy. They might even land a blow or two when attacking from all sides at once. Those odds are clearly much better than anything they've tried before.