It might not actually! I saw a post here on hn recently where somebody made a version of connect 4 that didn't need javascript OR page reloads.

IIRC the gist of it was: 1) The page was never done loading 2) Each element (slot for a piece) was tied to a unique piece of css (for the hover state? active state?) 3) When the element of was clicked it would trigger a resource request from the server 4) The server used that as a cue to spit out some more html onto the ever loading page.