Why do a lot of men have a vacuum like this but their house is always filthy? What are they cleaning with it?

I don't know any men with a vacuum that looks like this. Do you mean a vacuum cleaner with a hose? Men are more likely to own a "wet-vac", typically sits in the garage, or basement, and it does comes with a hose that sucks in everything wet and dry, as the name implies.

I use it to clean messes in the garage. What do you use your wet-vac for?