I think what's being noted is that when the data comes as a data structure on the page, or as data passed back from an XHR request, you can just use that data directly and there's less page scraping to be done. This is generally how dynamic pages are created, out of a shipped data structure and rules to create the page out of it. If you have the data structure, it's generally much easier to parse than the page generated from it.

That said, for pages that use a background request to fetch the data, this can be useful, as that data used to build the page isn't always kept around as a data structure (at least not one easily accessible) afterwards. That is if accessing the endpoint of the background request isn't feasible for some reason.