It’s a training aircraft used by several airforces. Although a turbo prop it is relatively high performance and presumably the type of flying it’s designed for and the speeds it typically flies at makes an ejection seat a better option than just climbing out. Also it is a lead-in trainer for jet pilots so it’s handy to have ejection seats as they form part of the training process I suppose.
The US Air Force uses the T-6A Texan II to fill a similar role and it also has ejection seats.