I really cant give you a sensible answer - other than to say I have both knee and thigh blocks to ensure my wobbly old body stays were it should be - in the saddle on top of my horse!
But Im sure the more purist riders on here will give you a much more in depth answer than I can!
To 'hold' you in the saddle... there is no way I could sit a true extended trot without them - they just give you something to 'brace against'... not the best description (don't need em on my cob tho' his trot is nice and comfy - but I equally doubt I'll ever get a proper extension out of him either!
I'm picking some up tomorrow. My secondhand Wintec GP doesn't have any, and I'm missing them (they're built in to my leather saddle, used on my cob). They're a nice safety net, and as the Wintec is used on our just backed youngster, it's good to be able to get your knee in behind something if you're feeling a bit unstable/wobbly!