Exposure fusing is a different technique of combining images than HDR algorithms. So, it's basically having another way of doing a similar task. Photomatix, for example, performs both exposure fusing and HDR.
What an HDR technique is doing is to remap the values of the set of images along a scale large enough to encompass the entire high dynamic range, and save it in a special HDR image file format. This HDR image is then "tonemapped", where values are mapped back down into the LDR range to create a file that is directly viewable on most monitors.
Fusing, otoh, simply takes the individual pixel values of the images, and then combines them to form a pixel in the final image. Enfuse allows for weighting of pixel values by contrast, saturation, or exposure, so it can not only do exposure fusing, but also tasks like focus stacking. There are no special file formats involved, and no tonemapping. And, depending on the software package and tonemapping algorithm you use, the default result of exposure fusing can often seen more natural than default HDR output, since the range of the values will never fall outside those of the source images.
Whether there's an advantage to you really depends on your personal taste, and why you're performing HDR or fusing in the first place.