For some small applications, it can be handy to eval a configuration file that is simply a language data structure. It's like having a built-in config file parser. It also gives to lots of flexibility with your hacks :)
That's why I said "Just because you can, doesn't mean you should" and not "Don't even think about it". 'eval' exists for a reason, and there are certainly good reasons to use it. This is not one of them.
Some languages are nice enough to provide functions that parse the text into native data without the need for evaluation (like erlang's erl_parse/erl_scan; I guess lisps can do the same)