Depending on your computer, the download may take anywhere from 5 mins to 30 mins. So instead of having to wait days and days for your DVD, you will get it straight away.
Because there's no hard disk, case or shipping - it means that you get it at a lower cost than if you were to purchase the same video on DVD. Lowering the costs for production also allows for a higher quality video.
Watch this the same day you buy it. No waiting, no shipping or delivery hassle. It's instant.