This is probably one of the more odd choices for a support weapon set. It´s lot like carrying a GPMG into combat is your first choice of action in most cases. Special Forces often need to cover long distances and already carry enough heavy gear. However, in some more direct action missions, bringing the firepower of these machineguns can be invaluable. And again, it´s been done historically, especially if transport is available.
That´s how the SAS GPMG-gunner came to be.