The pressure switches/interlock circuits are mandatory on strip/duct heat units only. These units come from the factory with no real way to interlock the fan for safety since the manufacturer has no way of knowing what the rest of the system may contain. This way if the fan is not moving air the electric strip heater will not come on.
Standard electric furnaces use a sequencer system that brings the fan on first before the heaters and turns the fan off last after the last heater goes off line. These are the heaters you are used to working on. This is call interlocking.
Look on page two here
http://www.tutco.com/pdfs/Accessories.pdf
And here at good old Ebay
electric duct heaters - eBay (item 290269396930 end time Oct-31-08 04:42:02 PDT)
You will see the silver air switch in on of the pictures.
UL/CSA and the National Electric Code requires some type of safety on all electric units
In the mobile home/stick built home units the safety interlock is built into the sequencers as mentioned above but in commercial or add on duct/strip heaters it is sometimes difficult to wire in a interlock so to have no doupt as to the listing of the unit the manufacturer installs a air pressure switch. That way when the unit leaves the factory it is approved as built for install and no other safety interlock is necessary. Note some commercial industrial units do not have air pressure switches but they are all required to have some form of interlock.