Magento 2: what is the catalog_attributes.xml file?

In general, these files contain a list of attributes that serve different purposes.

The group used_in_autogeneration from the file in catalog module serves for listing attributes that have the value autogenerated.
They are retrieved in \Magento\Catalog\Helper\Product::getAttributesAllowedForAutogeneration

The group quote_item represents the attributes that are going to be copied from the product to the quote item.

unassignable contains the list of attributes that cannot be unassigned from any attribute set.

Sorry, but I don't know all the available groups.

But you are not limited only to the existing groups. You can add your own and use them as you please just by calling \Magento\Catalog\Model\Attribute\Config::getAttributeNames('group_name_here'). (but instantiate the class first).

[EDIT]
I'm not sure about this one, but I think catalog_category and catalog_product groups hold the system attributes for products and categories.

Just yesterday I stumbled upon that for the first time. It's used for example to add custom attributes to quote item products, otherwise they won't be loaded to save resources (in my case I wanted to display the color attribute on the cart page). In Magento 1 you would enter something like this to your module config.xml:

<config>
    <global>
        <sales>
            <quote>
                <item>
                    <product_attributes>
                        <color />
                    </product_attributes>
                </item>
            </quote>
        </sales>
    </global>
</config>

To achieve the same in M2, you have to add a catalog_attributes.xml to your module and do the following:

<config xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="urn:magento:module:Magento_Catalog:etc/catalog_attributes.xsd">
    <group name="quote_item">
        <attribute name="color" />
    </group>
</config>