They imply the start of a chapter, or section, or subsection... The problem is there's nothing to imply the end of it (other than the start of the next). It's the same thing with the LaTeX \chapter, \section, etc. Using the <hX> tags when there is no part/chapter/section to start is misusing them.
Wrapping the whole chapter in a <div> can be useful, but in addition to using <h2> (say) for the heading, either inside or outside the <div>.