If one connection maxes out at 200kBps to the server, and you're on 10Mb then that's only a fraction of your maximum download rate.
So, open another few threads/connections, and you'll end up with (in theory) say, 5 x 200kBps = 1000kBps

Which is almost maxing a 10Mb connection, open 6 and you would hit 1200kBps.
Basically ensures you get the best speed, you don't always need the max amount of connections, and it would probably be best for the network if everyone only ever used the connections they needed really, but noone does