Plastic sandwich bags, made of polyethylene, permit transfer of oxygen, but not water. This has several advantages over simply placing seeds in soil. The first is that water loss is greatly reduced. This means that the seeds are not constantly being cooled by evaporation. If your room temperature is 70, moist soil in that room may be as cool as 65.
Warmer seeds germinate faster, up to a point.
Also you will not be disturbing sprouting seeds every couple of days with regular waterings. If you need to go away for a couple of days, or if you are just plain lazy, this will ensure that seeds will not dry and die following sprouting. Keep in mind this will work poorly outdoors. Direct sunlight, or perhaps even HID lights, will quickly raise the temperature inside the bag to a point high enough to kill most seeds. Another version of this is to plant the seeds in a small pot and enclose the pot in a baggie.