The switch has two holes per terminal which can nicely hold two wires nicely stripped together.
This is far more compact and easy in my opinion that using unnecessary many parts.
For example, in a conventional switch box would be the “Line” romex and the “Load” romex. The manual suggests to connect Line/Load as usual but then says to use a wire nut to connect the two neutrals together PLUS a pigtail that then goes to the switch.
But in reality it’s way more convenient to just connect both neutrals to the switch terminal.
Same thing with grounds.
In fact, some of my boxes are so crowded with fat, hard to bend 12AWG wires that I wouldn’t have any chance even adding more wire nuts.
If you only have two neutral conductors in the box, then you can use both back-wire holes for the conductors in lieu of a pigtail. But in multi-gang boxes, you will typically have more than two neutral conductors. Neutrals should NEVER be daisy chained, so using a pigtail is the proper technique.
Regarding grounds, there is only one back-wire hole, and it is designed to secure one conductor. So using a pigtail is the proper technique.
For neutrals, it depends upon who you ask. Some electricians will daisy chain, some will pigtail. To my knowledge, there isn’t anything in the NEC that prevents daisy chaining a neutral. But if you do daisy chain them, then a failure of one device will take out everything downstream. And the upstream device will carry the load of everything downstream. Plus, if a downstream device loses a neutral due to a failure, it no longer has a return path to the panel via a neutral, which can complicate other issues.
So the TLDR is that there are mixed opinions on this practice (for neutrals). Some consider pigtails to be the proper technique and others don’t. I fall into the former camp.