For example, if we were to rename Class-Editor.php to Class-wedit, we wouldn't ever need to put a loadSource call in for it again. We could just refer to wedit, and if the class hasn't been already loaded, PHP can load it for us.
Stops you worrying so much about cross-dependencies by encouraging you to split things up and have them loaded on demand.
Mind you, I find it interesting that the general policy of Zend is to break things down to an atomic level; Zend stuff and stuff written to Zend standards generates a *lot* of small files. (xenForo has many 1-2KB source files for example)