Speed, caching and privacy
The page is one document. The stylesheet and the script are inside it, the type is already on the reader's machine and the network marks are drawn rather than loaded, so a closed page makes no request to anyone but you.
Nothing is cached: a closed page is sent with no-store headers, because the one that bites is a CDN still holding the holding page an hour after the site opened. On the way in, the plugin does its work on template_redirect — before a byte of the theme is rendered — so a closed site costs less than an open one.
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