One way to steep peppercorns in a sauce is to put them in a tea ball or a tied up piece of cloth which is submerged into the sauce and then removed before serving. If they are just dropped into the sauce they'll have to be strained out, which only works if the sauce is smooth.
When doing a stew or a Cocido (kind of soup) in Spain, it is common to use bags similar to the ones some people use to wash their clothes without mixing them. We call them cooking mesh.
As you can see, it can be useful for many things, like using the ingredients separately for other food later, or easier separation.
The same works for any food, but the ...