Well, for a definitive answer you need to ask the authors/maintainers of the website. Especially since it has a "legal moves only" option above the board which is selected by default. Note that this very website's replayer also executes the illegal move in your post.
I can imagine that one wants to analyze/record a complete game even if an illegal move was made in it, or show an almost-legal constructed game to reach a certain position. However, the PGN standards forbid this:
8.2: Movetext section
The movetext section is composed of chess moves, move number indications, optional annotations, and a single concluding game termination marker.
Because illegal moves are not real chess moves, they are not permitted in PGN movetext. They may appear in commentary, however. One would hope that illegal moves are relatively rare in games worthy of recording.