The reason is because that it helps with your unconscious mind. You can't literally think about where each finger is supposed to go and after it goes there where it's going to go next. You don't think about that when you play a scale. You "subconscouisly" do it. You don't sit there and go, ok, my index finger has to go to the fifth fret, and then after that my middle finger has to go to the seventh fret. You just do it because you have trained your subconscious mind to remember this. If you had to think about all this stuff at the same time it would be relatively impossible to do.
It's kind of like walking. You don't consciously think about walking. Like, first my left foot, then my right foot, then my left foot, you just do it. And if you do this while playing the guitar it will become much easier to remember scales and patterns of scales, licks, riffs, things like that.
As far as sweeping goes: You would pick notes all down or all up in a sweeping pattern, similar to strumming a chord. As soon as you have played a note, you remove the finger. Try doing it with the A minor chord.
e|------0-----
b|------1-----
g|------2-----
d|------2-----
a|------0-----
E|------------
Now for this, you would sweep down, real slow to start, like you were strumming it one note at a time, without lifting your pick, as soon as the 2 fret on the d string rings, remove your finger, continuing down the notes, and then you would go back up with all upstrokes, without lifting your pick mind you. If you still don't understand let me know, and I'll try to find a video.
Sometimes I hit notes only dogs can hear.