The Cathedral of Blue seems pretty useless, is there anything other than that lonely bonfire? Why would you ever go there? They put bonfires every few feet in this game, they should really cut down on the amount next time.
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It's because they added Bonfire Astetics. They cut up at areas more incase you just want to respawn the boss or farm specific areas of the level.
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It's where you can join the blue sentinels covenant as well as a place to duel other members.
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They're pretty well spread out in the DLC
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It's actually one of the PVP areas in the game, as well as the quickest way to access the Blue Sentinel's representative.