First, moving backward and forward is the best way to swim through non-Newtonian fluids, or liquids that can grow thicker or thinner, depending on the situation. As you've likely guessed, our bodily fluids are good examples (so is oobleck, or the 1:1.5-2 mixture of water and cornstarch -- seriously, try it out for yourself), as opposed to water, which can retain its viscosity. Second, the micro-scallops don't need much power be able to move that way. They don't require batteries or even motors -- just the energy provided by an external magnetic field.
According to the scientists, they don't have a particular purpose in mind for their minuscule scallop. Instead, they're hoping it becomes a reference design for other teams and companies that want to develop advanced medical technologies. If you're willing to follow these robots' example and swim through some scientific terminology, head over to Nature where the team's paper was recently published.