It's just a very common play style, particularly among armies with highly elite / mobile troops (Daemons, and all the Elf armies). The idea being you take the smallest sized unit possible (usually 5 or 10) but take multiples of them, thereby making it hard for your opponent to score a lot of points.
I play that style with Wood Elves. One of my regular opponents (who also plays Lizardmen) says it's hard to know where to deploy his units or what direction to aim them because there's no big main block to go beat up. It's a very different play style and takes a while to get used to if you've not played it before. Very effective, but relies a lot on combo charges (one in front, one in flank) rather than big tough blocks with lots of static combat resolution.
Hope this helps!
~gwh