If the on ball defender goes under the ball screen it means one of three things. Either they are playing the ball handler as a non shooter, they are a lazy defender, or they just got caught by a good screen. If you allow the defender to keep going under the screen without making him/her pay then they will keep doing it. If you don't make them pay for going under, then your ball screen basically becomes a non factor.
The ball screen defender goes under drill is going to help you work on stopping behind the screen and shooting a 3 pointer. This will most likely be an uncontested 3 point shot, but it is a different feel than a catch and shoot 3 pointer, so you need to practice this specific type of basketball shot. This move is one of the basketball fundamentals of using a ball screen.