"Always do something" is a truth. You should always do something with each unit.
Sometimes, "something" is "do a feint move." Sometimes, that feint move is a hold.
Sometimes, "something" is "send a message." Sometimes, that message might be best conveyed by a hold order. For example, Turkey might not want to send a support-hold order to Russia if his intentions is to attack Russia, because it could make other players wary of a juggernaught.
Either way, while the actual order might be a hold, your unit is still doing something. The big mistake is if you order a unit to hold because, you know, whatever, didn't think of it, it's like Friday or something and the sun is shining.
)
Strategy - Hold Order
)