As outlined here,
:= may be used in scoping constructs like
With to give delayed definitions, but this is undocumented.
This has been in the language since at least Mathematica 4.0. It is very useful and it does not appear to be "dangerous" that I can see. I cannot think of any good reason for this to have remained undocumented for so long.
Is there an argument to be made for hiding this important functionality?