I find on 8.4.1 that Rule-DataObject instances can get created when I go Add data type from Dev Studio's "Data Types" Explorer menu, then select Existing data type.
The behavior we've been accustomed to is that this merely adds a new entry to the "Cases & data" tab of the Application rule. However now it also creates a Rule-DataObject instance which appears to drive the list of Data Objects shown in App Studio.
Annoyingly, in 8.4.1, if you use the "Remove from application" action on the Data Type in Dev Studio, it leaves the Rule-DataObject instance untouched which means the Data Object still appears in App Studio.
I don't have a view on what its purpose is beyond serving the same effect to App Studio as the Application Rule's "Cases & data" tab does to Dev Studio.
Data objects have been added as part of the express methodology in App Studio (the 3 pillars). Both data types and case types are data objects and that allows us to start unifying and formalizing things like relationships. pageb and potlv would be able to provide more details