The short and simple version: When you use only one transformer, both lanes consume from the same power supply. As the ones provided with the sets aren't too strong, they're quite at their limit with two cars. So if you deslot for example, the other car gets more power and may deslot, too, because of the sudden power overdose.
With independent lanes the two cars can't influence each other powerwise. And every car has its own source, so it may go a little bit faster.
With independent lanes the two cars can't influence each other powerwise. And every car has its own source, so it may go a little bit faster.