When it comes to creating a creamy, stable soup, making a roux is the only way. When heated too high or reheated too many times, a cornstarch-thickened soup can break. It's a quick way to thicken a soup, but not a stable way. Plus, thickened with a roux means you actually add more flavor to a soup. In order to cook out the raw flavor of flour, you toast it for a bit in the pan which adds toasty, nutty flavor.