If you cut gaps along the thread, when it prints you're effectively building a lot of small separated ledges out from a side wall. You don't have that cooling/tensioning effect and there's nothing to pull the filament away from where it's laid down so you end up with a cleaner thread.
That's as long as your retraction settings are well tuned, mind - continuous thread is one long extrusion with no retractions, whereas thread with gaps is potentially lots of islands, depending on how your slicer reacts to the geometry.