Seems like there would be 2, possibly 3 benefits that I can think of...
The most important might be controlling overgrowth of teeth, as mentioned already. AFAIK, all rodents have teeth that continue to grow throughout life, and must be worn down. Next, maybe they get some important minerals that way. If so, it would be important to give certain kinds of rocks. And possibly, it could also serve as a stress / boredom reliever.
I can't really think of any other good reasons for them to chew rocks.