The main difference from the normal mode is that every download goes in a separate process. This gives us the following:
More robust download process. When a downloading process crashes (we'd hope it will never happen) it won't affect other downloads and the crashed download will restart as a new processes from the place it crashed.
macOS treats every downloading instance as a separate process and tries to provide as much resources as possible. This leads to more agressive bandwidth usage and consiquently to less download time.
All memory allocated by a downloading instance will be freed as soon as the download is complete or suspended. macOS won't cache anything for a dead process.
Bonus:
You can observe every instance in Activity Monitor as instance's process names represents the file it's downloading.
How to Switch it On.
The feature is only available for those who enabled the plus mode1 in the site version2. So if you are one of the lucky people:
Insure you have at least version 3.0 installed and the main application window has the "Plus" word in its title.