The big advantage of the wire is that you don't need to strip insulation with a wire stripping tool each time. So you could have a 3 point connection (for example) with one piece of wire. But, still, there's not going to be any huge advantage over standard wire, especially since with the standard one you don't have to worry about making sure the insulation is off (you can see it).
FWIW, you can do the same thing with kynar wire, if you use an open-ended stripping tool. They way I do it is to just take an extra long piece of wire. Strip an extra long bit on one end, then solder that end down. Then hold the wire over the other connection and strip that end, accounting for the offset I made on the first end. Since I'm pushing the strip tool towards the first joint, it's not pulling on the first joint or otherwise unduly stressing the wire at a sharp angle. I'm using the excess length to hold onto while stripping the second end. Solder it, and clip the end (or continue making as many more joints as you need). The only downside, if you can call it that, is that you end up with leftover bits of wire that get thrown out, which are too short to continue doing it like this. You need a good 4 inches to wrap around a finger so you can strip it. (Meh. I buy my wire in 1000 foot reels.) The main benefit is you don't have to flip or reacquire the wire; you never let go of it until you are done, and in many cases, you don't have to flip the pcb around to solder the other side.
If the insulation ends up a bit too short, you can just strip another small section and push it along. Kynar insulation is easily pushed around over the wire like beads on a string.
Yes, you don't have to use a wire stripper with magnet wire. But melting the insulation takes longer than using a wire stripper on kynar, if you have the right kind os stripper and learn how to do it, efficiently. At least if you include reliability/troubleshooting for bad joints, and/or needing to add more solder/flux in case you have dried up the joint while trying to strip magnet wire and/or to make the connection.
There's nothing wrong with using magnet wire, up to the limitations of the insulation. Magnet wire has thinner insulation and is more malleable/shapeable and is probably lighter in weight for the gauge than anything else out there. If that's what you need, there's no substitute.