what is the advantage of selecting the load to option?

The advantage of selecting the "Load To" option is that it gives you the ability to choose where and how you want to place the imported data. Specifically, you can select whether to load the data into a new worksheet, an existing worksheet, or directly into the data model for advanced data analysis and relationships. This option provides flexibility in managing data placement and whether to add the data to the data model, which is valuable particularly in tools like Excel and Power BI.