Looking a bit closer, this is a web application that uses the CAC for client-certificate authentication. Odds are if you have a reason to be going to this site, you already have this CA cert installed, and are using your CAC to auth against it.
For high-security (esp Type 1), they're also a system for generating and managing keys that the NSA controls:
A self-signed certificate is one generated on the hosting device itself - the actual webserver hosting the site - there is no chain of trust to a root certificate that could be in someone's trust store and consequently no way to know if there is a man-in-the-middle.
A trust allows you to manage revocation easily and it doesn't requires you to trust 100's or 1000's of certificates independently.
We trust us, you should trust us and we don't trust anyone else.
That said, as a civilian security professional, I have the DoD root CA imported on my workstations because I do run into sites signed by it from time to time, but usually in the course of looking up things specific to federal contracts.