It's part of their excretory system

4. EXCRETORY SYSTEM Flame cells function on the basis of filtration & resorption. [ The water from the intercellular spaces are collected by the extension of the plasmalemma. The collected water is ultrafiltered through the thin wall of pillar like rods. The ultrafiltered fluid (excluding the protein molecules) then moves through the neck of the cavity by the flickering movement of the cilia/flagella.] The continuous beating of the cilia/flagella within the cavity of the flame cell produce sufficient negative pressure which causes ultrafiltration.