They are designed to make swaddling the baby comfortable and safe since they come with attachments that make it easy to wrap the baby in the quilt safely.
Don't use pillows, blankets, quilts, sheepskins, or soft or pillowlike crib bumpers in your baby's sleep area (other than the small blanket you swaddle a newborn in, and that should be away from the face, as these all pose a risk of suffocation.