* It's much easier to hit menus at the top the screen. Your mouse hits the edge of the screen and stops. This has the effect of making the menus infinitely tall. Combine this with mouse acceleration and it's actually a lot easier and quicker to locate a menu that is always at the top the screen versus hovering in some random stop in the middle of your display, depending on whatever window you happen to have active at the time.
So, generally speaking, it's much quicker and more intuitive: The menu is easier and quicker to hit and is always in the same spot.
* It allows you to have per-application menus rather then per-window menus. Most menus are not window-specific and instead affect things application-wide. In this way the menus represent what they really are... application menus. It's just more natural.
* It takes up less space and makes everything look cleaner and nicer.
, The following is a bit on the side topic, but it's still related:
I generally pefer the window manager/desktop shell/whatever to be application aware rather then only manage windows, personally. When I am using the terminal I don't want to hunt through dozens of application windows for the terminal I need. I just want ALL the terminals to come up so I can more easily find what I am looking for. Same thing with my browser and all that stuff.
Take, for example, the curious example of Gimp vs Photoshop usability when it comes to having MDI. Now one of the most common complaints against Gimp is that it does not do MDI properly. Photoshop, they say, does MDI correctly with a parent window and then within that you have half a dozen children windows. With Gimp, however, you have all these windows (at minimal 3) that can get spread all over the place and mixed up with all the other windows on your desktop. This is a classic bitch against Gimp and newer editors such as Inkscape and Krita avoid the issue entirely by having everything be in one big single-window. Eventually, of course, Gimp relented and now has a single window mode. But if you google for it and look carefully you'll notice that Photoshop on OS X does not have a parent window. It's not MDI like Photoshop for Windows at all. Instead it's almost exactly like Gimp. Each window is separate and free to roam at will. It's funny. The major difference here that allows Photoshop to work on OS X while Gimp fails on Linux or Windows is that OS X's Aqua shell does not just manage windows.. it manages applications, too.
That's also, incidentally, why something like a "global application menu" works on OS X, but is such shit on a traditional Linux or Windows desktop.
Now this is something I was hoping Gnome-shell was going to get right, but they only made it half-way. Unity, on the other hand, actually is very very close to getting it right. The version I tried still screwed up because when you click on a application icon it only opens up the last used window first. To get other windows in the application you have to double click on the application icon to go into 'expose mode' to select a separate window... but they are closer to actually managing applications AND windows then Gnome-shell is. (this behavior actually work better for touch screen interfaces on smaller screens. They probably should make the behavior configurable so you can have a small screen behavior and large screen behavior.)
I believe that having a application-aware window manager is really a huge step forward in the right direction. Then a lot of the things people have been trying to do for a long time with weird things like tabbed windows, or tile-based window manager, stuff like rat poison, can actually be performed in a much more effective and friendlier manner.
I like ratpoison a lot and used it for a couple years. But it fell short when it came to using applications like Gimp and other applications that spawned utility windows, pop-ups, and such. Now imagine instead of 'ctrl-s n' switching windows it switched applications and then you can just alt-tab through the different windows... that would be much faster and more intuitive. Combine that with menu accelerators then you could quite easily make a superior keyboard-oriented graphical user interface. Even without uniform menu accelerators if you had a "global menu context" separate from the main application windows... then you could have a keyboard combo that would switch you to the global menu context were you could navigate using emacs or vi-style directional movement without fear of clashing with application keyboard combos. This would make it possible to make any QT or GTK application somewhat modal (more like vi instead of like nano).
Put similar technology in a tile-based window manager and you'd get something better yet without all that painful scripting and whatnot that is normally necessary to get things working properly.