1. Global Menus — by being at the edge of the screen, their "height" effectively became infinite (for the purposes of Fitts's law), so you could very easily and quickly move your mouse to them. However, if they annoyed you, you could turn on Locally-Integrated Menus (at least in later versions of Unity).

2. HUD (Heads Up Display) — by just tapping Alt and typing, you could quickly select an option from almost any application's menu (saving you the time of looking through the menus and trying to remember whether the desired option was under Edit or View).

3. Not a speed benefit, but: better use of vertical space.

BTW I think that XFCE is a great DE.