Pelmets are generally included with curtains in order to increase their overall insulation effectiveness. Pelmets stop heat being lost down behind the curtain, making the room warm and cosy on cold winter days. They are also very effective at blocking heat getting into your room on hot days.
Pelmets are also great for hiding the tracks and brackets, which gives your finished curtains a neater and cleaner look.
Another advantage of having pelmets over curtains is that pelmets prevent a lot of dust from ending up in your curtains, making cleaning them much easier.