When adding bill-to/ship-to to an order or quote you go to look up address button and get a modified lookup dialog. The dialog offers a +New Address. Try it. You will get a system error upon saving.
THIS IS NO SURPRISE!
There is no relationship between order/quote and address, nor can you create them. So there is no way to map customerid to address.parentid. This means when the designers put the +New Address button on they needed to build a blackbox on the back to deliver the necessary data to the new address record. And don't go looking to expose those lookups on the address form to provide a landing space because those fields ain't there.
So, why did they put the button there?