What is the difference between UNION and UNION ALL?
If there is no ORDER BY, a UNION ALL may bring rows back as it goes, whereas a UNION would make you wait until the very end of the query before giving you the whole result set at once. This can make a difference in a time-out situation - a UNION ALL keeps the connection alive, as it were.
So if you have a time-out issue, and there's no sorting, and duplicates aren't an issue, UNION ALL may be rather helpful.