I really made a conscious effort to improve my penmanship last year. I started tracing at first [1] to build up the muscle memory, but it didn't take long before the movements became natural.
Some people can write, but illegibly. So they want to improve their writing so that other people can read their writing, or so they're not embarresed by it. Pen and paper is a powerful tool and there's not much in software that matches it.
[1] http://www.handwritingworksheets.com/flash/cursive/index.htm