If the protection for a patent is defined by the claims, what is the point of listing multiple embodiments in the specification that are not mentioned in the claims? Is there any advantage of doing this?
The point of the entire specification is to support the claims. However, the claims of the initial filing may need to be edited and narrowed in order to get granted. This is extremely common. Thus you often see embodiments that don't get mentioned in claims. Those embodiments also represent prior art that might protect you from others pursuing patents on less preferred implementations.
It is desirable to have claims that do not “mention” any embodiment at all. A claim to some core invention that is key to the functioning of many different potential products is desirable.
In order for the breath of applicability of the core invention to be appreciated it should be shown in several contexts.
Wording that says the embodiment detailed description is only to illustrate the core invention which can be applied in many ways is hollow if only one embodiment is described.