It is kind of cool. They give some interesting information that doesn't show up in the episode. For instant at the beginning of Confirmed Dead we see Daniel watching the news and crying and a woman in the background asks him what is wrong, the pop up box tells us that the woman is not his wife but his care taker. Not really anything big, but kind of informative. It seems they are mostly for the benefit of new comers to the show, because they explain many things we already know, like Locke's dad stealing his kidney.