While it is indeed unlikely that the RAM chip on your board will actually fail, there are still some cases where testing can be useful - although they serve more to check the system than just the RAM chip itself; eg,

In manufacturing test, it could veryify that a good chip has been correctly fitted - and there aren't any assembly faults like shorts between tracks, or open-circuit tracks;

In your prototypes, it could help veryify that your design is correct - without any marginal timings, etc
http://www.8052.com/forum/read.phtml?id=39484;

Also in prototypes, it could help veryify that the hardware has not been damaged (prototypes are often at a higher risk of damage, due to manual mods, no box, etc,...);

In the specific case mentioned here of a device programmer, the provenance of a particular chip may be unknown (or even doubtful) - maybe it's been kicking around on the bench for a while - so the ability to test it is useful.

Of course, the value of any test relies upon having a good, well-designed test!
See the article at http://www.netrino.com/Articles/...index.html for a discussion of memory testing (and some example code).