There's a pariah country in your neighborhood that is in war with one of your enemies. Officially you condemn the war and support the UN resolution for peaceful settlement, which presents yourself as an enlightened peacemaker. Unofficially it's in your best interest to provide clandestine support to their war efforts as long as it's done discreetly and doesn't end up on the front pages in the media. The longer the enemy is busy with them the better.
How to maintain unofficial diplomatic relations if you didn't have an embassy and opening one would be very bad for your image?