Using a stable UDP socket structure we can lower ping and reduce bandwidth. Local connections like in the video have instant ping (of course), but when I tested from friends computers across the country, the Round Trip Time was around 50 ms (Client -> Server -> Client).
The advantage of this over TCP is that if certain packets are lost that are not essential, or will be replaced by a newer packet later anyways (think move information). We can just ignore resending the old packet, and just keep sending new information. TCP will not do this, TCP will always resend lost packets.