As the name allways tells, they are for internal control.
And by the way, in every other product you have such programms, files, tables, etc. If a simple READ in a cobol programm is executed, in background a internal IE... programm is calld to execute the system-services for that. Also in JES environment there are the same. When you submit a jcl for ex. IEHDCB is invoked for File attributes.