Much easier to carry around a few SD cards and a USB reader than a portfolio of optical discs. Read access is much faster with flash than a disk. Additionally, optical disks are fragile and terribly prone to physical damage such as scratches.
Now to incorporate GRUB and select between several different distros...
From the page: "UNetbootin allows you to create bootable Live USB drives for a variety of Linux distributions from Windows or Linux, without requiring you to burn a CD. You can either let it download one of the many distributions supported out-of-the-box for you, or supply your own Linux .iso file if you've already downloaded one or your preferred distribution isn't on the list."