As beer is poured from the mini-keg, the head-space widens over time. When the mini-keg is initially filled, the head space is so minimal that most of the CO2 that was in the beer after carbonation will remain in the solution, as there is not enough open space for the CO2 to escape the beer and equalize in the open space. Over time and dispensing though, that air gap will widen, and the CO2 inside of the solution will begin to escape and try to equalize between the solution and the air gap. The lower the temperature of the beer, the slower this process will go. If enough CO2 escapes the beer to fill in the widening air gap, the beer will go "flat", meaning noticeable amounts of CO2 have escaped the solution.
Heineken places the CO2 tank inside of the keg to ensure that as beer is dispensed out of the mini-keg, that the ever-expanding head space retains enough pressure to prevent the CO2 in the beer from escaping, and equalizing between the solution and the air gap.
This will essentially extend the shelf-life of the mini-keg after it has been opened. Mini-kegs that do not have a CO2 tank inside need to be consumed in a short amount of time less they go flat. This can be enjoyed over a longer period of time since the CO2 tank will ensure that the solution remains carbonated.