In T(A)ILS all outgoing connections to the Internet are forced to go through the Tor network, which means that you don't have to worry about a misconfigured application connecting to the internet directly, thus exposing your real identity. In addition to that, it is an isolated and pre-configured system, which means that any data that can be harvested about the operating system (e.g. through javascript) will not identify you (for more on that visit Panopticlick. Moreover:

• If using a USB stick, bear in mind that Windows keeps a log in the registry of all external storage devices ever connected to the computer.
• A cold boot attack can recover the contents of your RAM under specific circumstances, T(A)ILS securely wipes RAM at shutdown.
• Using a Live CD eliminates the threat of malware spying on you, which would defeat the whole purpose of using Tor and other anonymity and privacy related software. Believe it or not, a vast number of malware today is undetectable by anti-virus software. Even old malware can be made undetectable using various undetection techniques.
• Having multiple applications installed greatly increases the risks of an attacker exploiting a vulnerable application to gain access to your PC. T(A)ILS tries to minimize the risk by locking down on the actions a user can normally perform.