If the computer is powered off, moved or confiscated, there is no data to retrieve.
We get the operational benefits of having fewer breakable parts. Disks are among the components that break often. Therefore, switching away from them makes our infrastructure more reliable.
The operational tasks of setting up and upgrading package versions on servers become faster and easier.
What does “without any disks in use” mean?
https://mullvad.net/en/blog/2022/1/12/diskless-infrastructure-beta-system-transparency-stboot/