Answer:
The DNA strands are not free in the nucleus, but forming a compact structure called chromatin along special proteins, known as histones. The chromatin structure has an important role in gene expression, as the level of compaction and the histone modification act as signals for the transcription machinery
In order to be transcribed, different areas in the genome need to unfold from the histone proteins, so the RNA polymerase can access the DNA.
That means, that DNA sequences that transcribe at high rate, are more often unfold from the histones, and more exposed to other proteins to bind them. Particularly, those areas are more sensitive to the attack of endonucleases, such as DNAse I.
As a consequence, an assay of DNAse I digestion can be used to identify highly sensitive or resistant to DNAse cleavage areas in the genome, and therefore serve as an insight to which sequences are more and less transcriptionally active.