If you always create a type, then you can end up with a lot of clutter in your application.
As said here, one typical use case is a TrySomething
Method where you want to return a bool as an indicator for success and then the actual value. I also find that a little bit cleaner in an if-statement - all three options roughly have the same LOC anyway.
int myoutvalue;
if(int.TryParse("213",out myoutvalue){
DoSomethingWith(myoutvalue);
}
vs.
ParseResult<int> myoutvalue = int.TryParse("213");
if ( myoutvalue.Success ) {
DoSomethingWith(myoutvalue.Value);
}
vs.
int? myoutvalue = int.TryParse("213");
if(myoutvalue.HasValue){
DoSomethingWith(myoutvalue.Value);
}
As for the "Why not return a Nullable Type": TryParse exists since Framework 1.x, whereas Nullable Types came with 2.0 (As they require Generics). So why unneccessarily break compatibility or start introducing inconsistencies between TryParse on some types? You can always write your own extension Method to duplicate functionality already existing (See Eric Lipperts Post on an unrelated subject that includes some reasoning behind doing/not doing stuff)
Another use case is if you have to return multiple unrelated values, even though if you do that that should trigger an alarm that your method is possibly doing too much. On the other hand, if your Method is something like an expensive database or web service call and you want to cache the result, it may make sense to do that. Sure, you could create a type, but again, that means one more type in your application.