From one point of view, these statuses are unnecessary. The reason is because "away" and "busy" don't really describe what you are doing. Custom statuses for in a call and out to lunch are not so necessary because they describe what you are doing. Because of this, you can not set custom statuses for these.
From another point of view, they can be useful because they can put more detail on what you are doing. E.g. at the cafe down the street would be more appropriate with out to lunch in this case, you can use the corresponding busy or away status.
- Use Busy instead of In a Call.
- Use Away instead of Be Right Back.
- Use Away instead of Out to Lunch.
EDIT: Be Right Back doesn't really describe what someone is doing either. I wonder why Patchou removed that? Maybe because it is not one of the main statuses (away or busy).