Let's say that Alice wants to give Bob 1₿, and that Bob still has no regular wallet address in the blockchain.
The classic example assumes that Bob himself locks a bitcoin on the blockchain, and Alice and Bob both finance a channel between them. But what if Bob does not have a Bitcoin yet and Alice wants to give it to him via Lightning? Then he could get Bitcoin from Alice, make transactions with him, with other parts of the Lightning Network, and make a slow, expensive, blockchain transaction only when he would be ready to cash out.
I know it's possible because I've been able to test that with two different Lightning apps with separate wallets. I've funded a Lightning wallet, and opened another app with 0 balance and no ordinary wallet. I was able to finance the second wallet instantly. But I'm not sure what is happening to get there.