When you're changing colors... a LOT... who else hates getting tangled up in your yarn? The only thing worse is weaving in ends (but we won't go there).
So let me show you what I do. It keeps those yarn strands completely untangled, and once you get the hang of it, it's faster than dropping your unused yarn after every color change. Winning.
I only do it this way when I'm changing colors literally every stitch - like certain rounds of my Disc or Old School Beanie. It gets a little trickier if you try to make it work with longer color sections. But give it a try to see if you can work it.