I was just wondering about pressure altitude myself. I was listening to Fort Leonard Wood's ATIS while I was parking my car. Funny enough, ATIS said Forney air field is closed. But, I could hear them running maneuvers on mil air. Probably just means the air field is closed to the civies.
Pressure and density altitudes are useful for predicting aircraft performance, and many fields only include them in the ATIS if conditions are exceptionally crappy in regard to performance. Many fields out west at high elevations include it continuously, since high elevation+hot and humid air = high density altitude = poor aircraft performance (piston aircraft only).
ATIS usually includes density and pressure measurements (usually referred to as altimeter) where weather is extremely variable or where temperatures are maintained at extreme levels. They are used by prop driver aircraft to help pilots predict settings such as prop pitch and blade rotations when attempting landing or takeoff procedures. Commercial jet aircraft are not so much affected by these conditions but are often useful in predicting turbulence and windshear which might affect performance. The term altimeter is somewhat of a misnomer as these conditions are also affected by the mean altitude of the airport above sealevel where pressure and density factors may vary greatly from those at sea level.