There is something serendipitous about in-camera double exposures that is lost when methodically stacking images in Photoshop. To be fair, I could have created the same shot in post production software. Simply merge a shot of the shadowy pedestrians with another of a Manhattan highrise, easy. Yet, the truth is, despite having a fairly active imagination, I don't think the concept would have presented itself in such a clear cut way if I was merely staring at a folder of random images in Lightroom. There is an ironic sense of order that seems to unfold when you loosen your grip on the systems you know and welcome uncertainty.
Making exposures this way builds a sense of anticipation that is normally not present in digital photography with today's camera's featuring "instant everything". Instead, you take the first image, look at it on the LCD and then hold that visual in your mind while searching for a second scene to best compliment it. After capturing that, you have to wait a few seconds for the camera to reveal your creation. In that brief pause, suspense builds, and anything seems possible, much like the days of waiting for your film to be processed.
While you won't see much fanfare about this feature in magazines or in manufacturer ads, it's actually one of the best things to happen to digital cameras since Live View.