If you move the mouse over this setting, it will give you some more information.
When this setting is enabled, HWiNFO leaves the driver installed in system (but inactive - waiting for request) during exit. After starting HWiNFO again it doesn't need to request the system to install the driver again.
When you disable it, HWiNFO always uninstalls the driver during exit and during each subsequent start it installs it again. This option is suitable for portable versions.