The Host header is used to reach the targeted webserver and fetch the vhost or any backend component, right?
Incorrect, the Host header is part of the HTTP request that is sent to a webserver. HTTP is a higher-layer protocol, whereas the webserver is reached on the IP level, on its IP address.
Web servers can be configured to serve websites on multiple domain names, thus would be accepting different Host headers. It should drop or reject requests with unknown Host headers, since otherwise any domain could be pointed towards the webserver and content would be served.
Injecting a Burp Collaborator URL in the Host header can be used to detect certain vulnerabilities. It is unlikely the webserver will send a request to the URL in the Host header (if it did, you would have found a SSRF vulnerability). It is more likely that the Host header is used unsafely. For instance, in some badly configured webservers, it would be possible to do a password reset injection.