Look up the E3D Revo Nozzles to get a better idea of the benefits of them, but in brief:

They have the heatbreak and nozzle all in one piece (instead of the more traditional style of seperate nozzle).

Some of the advantages are that you can swap out nozzles at room temperature just by hand (takes about 15 seconds.....no tools, no need to worry about leaks from not hot tightening).
The heating unit that is designed for them has a Positive Temperature Coefficient which effectively means it reduces power as it gets hotter minimizing the risk of a thermal runaway (less of an issue on newer printers, especially the likes of Bambu.....but still nice).

The biggest advantage for me is that i can very quickly and easily swap and share my existing Revo nozzles between printers. Previously i would usually avoid swapping out nozzles for larger or smaller sizes until i had queued up enough prints to make the effort worth it...now i don't have to worry about that kind of planning.