That's because the Koni sports dampers are made to suit lowering springs which are stiffer than stock springs by necessity. As gavs said, the adjustment is primarily for wear compensation but you can use it to stiffen the suspension response for a track day (it may pack down if you go nuts since the adjustment is for rebound only). With stock springs, you will be overdamped, giving a harsh ride.
I don't entirely agree about mismatching with the Koni sports or Bilstein B8 dampers with any lowering spring kit - they are designed for higher spring rates than stock and will work much better than the stock dampers in this situation even if they haven't been matched as a package.
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