Hello lenz. The advantage is that no anti-virus (AV)/anti-malware is perfect. Some miss more than others. MSE does seem to do a great job, and a update is released for it at least once a day. With a second scanner, such as MalwareBytes (MBAM), is that in the event something is not detected by your regular AV, you have a second scanner ready to scan your computer as well. A lot of people that come on here with a Virus problem already use AV software.
My dads computer had AVG until recently, but after it started getting slower, I did a scan with MBAM. It found 4 different infections and a bunch of random files and registry entries AVG left behind from previous infections. I decided to replace AVG with MSE, since MSE has gotten better results when the two are tested side-by-side, and I make sure a scan is done with MBAM once a week. I use the same set up on my own computer and have not had any serious virus problems in a long time.