Use when someone doesn't meet social expectations, which can be disappointing or rude. He didn't have the courtesy to hold the door for the next person.
Pro Tip 2/3
Express Disapproval
Often used to criticize someone's manners when you expect more polite behavior. You could have the courtesy to apologize when you're wrong.
Pro Tip 3/3
Sarcasm Intensifier
Can add a tone of sarcasm or irony when the expected action is obviously neglected. Would you have the courtesy to at least pretend you're listening?