First to clarify... Do you mean to say Program AE mode or are you refering to the Program Saftey Shift available in the 10D CF menu?
There are a number of reasons to use Av and Tv over the P mode. Absolute control of the depth of field or the ability to stop action being paramount. With Program mode you are at the mercy of the camera's A.I. to decide what it thinks you want, to me that is unacceptable. Don't even get me started on the idiot, I mean, Icon modes. There are also incredible reasons to use Av with flash photography. The ability to slow Sync and correctly balance ambient and flash exposure, especially at night, is simply amazing and I for one, couldn't live without it.
As for reasons to use the Program saftey shift, sometimes it is nessasary to CYA when you are shooting. If you set the shutter to 1/500 in Tv and that will result in underexposure then saftey shift kicking in and dropping the shutter to 1/25th and saving the image may be a very good thing. I am on the fence about using it. I have used it but I prefer to pre-meter the scene and plan from there.
I hope some of this made sense...