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WP:Substitution doesn't explain the purpose of this category or how it's usually added to templates. It's a bit technical. First see {{Substcheck}}. The category is often added by {{Fix}} or {{Fix-span}}. {{Fix}} should be called with the parameter | subst = <includeonly>{{subst:substcheck}}</includeonly> to enable the substitution checking described in {{Substcheck}}. {{Fix}} detects if the parameter is missing and adds the category in this case. So if you see Category:Templates needing substitution checking on a template then it's often because it calls {{Fix}} without the subst parameter. The call may be via another used template or module and not directly in the source so it may be difficult to get rid of the category. However, on most templates I don't think it's a problem to have the category. PrimeHunter (talk) 10:34, 18 April 2017 (UTC)[reply]
This category seems really frustrating -- it's not particularly actionable, and trying to sort out the problem is arduous. Is it just another case where sloppy edits are left around for other people to clean up?
The documentation for {{Substcheck}} is really sketchy and incomplete. It implies (but does not say) that LUA modules (like {{Weather box}}) will use .isSubsting() to detect substitution, and then invoke {{Substcheck}} if they don't like it.
But I don't see any calls to .isSubsting() or an invocation of {{Substcheck}} or an addition of a category in the {{Weather box}} code.