Adjusting azimuth during play on a JMW (and most tonearms) would indeed be risky, foolhardy even, but that misses the point.
On some tonearms (like the Talea mentioned by Dan_Ed) the risk is essentially zero. Adjusting azimuth on the Talea is demonstrably less risky than adjusing VTA on your JMW (or my TriPlanar, or any other arm I've used). The OP asked which arms offer this feature and the Talea is one.
As regards "why", the advantage is the same as for any on-the-fly adjustment: the ability to hear changes as we adjust makes adjusting faster and more accurate. This is unaffected by the risk, or lack thereof, on any particular arm.