.done() was just an example. A much more important use is being able to schedule something to happen upon completion of two or more asynchronous requests have been fired off. See http://api.jquery.com/jQuery.when/.
jqXHR object derives from the Deferred object. It should support all of the methods described at http://api.jquery.com/category/deferred-object/.
Regardless of whether you might use it personally though, it seems like a pretty minor adjustment to SPServices to return this from the .ajax() call, unless there's something I'm missing.