I don't think you understood the comment. The game supports two WAD files. One primary containing the primary assets and levels. This is the one they'd also be working on during development. No need to rebuild the executable when making changes to the primary WAD.
Then there's PWAD ("patch" WAD), which are applied on top of the primary WAD ("IWAD").
There's no reason to implement support for that except for the ability to add modifications ("patches")
I don't know why people in the comments are speculating about this when it's well documented that this was the intention of the WAD system.