The way the colors swirled around made me think of a barber pole. While you COULD choose to just wrap the two thin scarf pieces around each other, they wouldn't stay twisted nicely without guidance. By tacking them together with a slip stitch at every twist, they stay put, but are still mostly separate to give the right impression.
This is also a bittersweet loss of yarn. I believe this particular yarn is discontinued and I was very sad to know that there was so much less in my stash. I'll miss you, pretty metallic yarn.