So the mash provides an attractive temperature and pH profile to allow the hop aromatic oils to form permanent bonds and making them less volatile. Even the eventual boil of the wort isn't enough to drive off the aromas. Again, this is my theory that seems to have a toehold in previous scientific observation. But this is far from the definitive answer. I have done ten mash-hopped beers and the other feedback I've received gives a sample size of over 50 batches.
Most folks report achieving a smoother hop flavor and aroma.
In addition, of course, everyone gets less debris in the kettle since the hops are added to the mash and not the boil. Some people have not seen a great effect from trying the process. Most of these were attributed to using too few hops in the mash. But there are still others who don't have an explanation. Other factors such as water chemistry and mash pH may play a role, but these would require further exploration.