Baking pies on a cookie sheet with the pie pan having the pie in it and then you sit the pie pan on top of the cookie sheet can help the pie cook better.
So it can help the pie turn out better with the pie pan sitting on top of the cookie sheet to insulate the bottom of the pie from too much heat.
That can help prevent burnt pie crust while the rest of the pie is cooking.
You can also use a cookie sheet to cook pies in and make a square or rectangle pie.
I've used cookie sheets to make 4 different pies in and they turned out great.
So I could serve 4 different pies from the same cookie sheet and it was neat having a rectangle looking pie instead of the common round pies we normally have.