The 3D Skybox is used to give the illusion of a map being larger than it is. They take a tiny area outside the map full of scenery and scale it up sixteen times, then project it around the map - but to know where to put this scaled-up scenery, they need to know where the origin point (0,0,0) of the map is, so we add a sky_camera as a reference point for the origin.
TIP: You can find brilliant one-sixteenth-scale scenery models by creating a prop_static, opening the model browser from the World Model parameter and searching for "skybox".
Like the map in my desktop wallpaper? You can download it here.