There's no technical benefit per se; it's just syntactic sugar (like many of the new C# 6 features). The C# feature descriptions PDF, in fact, mentions only a matter of elegance:
Object and collection initializers are useful for declaratively initializing fields and properties of objects, or giving a collection an initial set of elements. Initializing dictionaries and other objects with indexers is less elegant. We are adding a new syntax to object initializers allowing you to set values to keys through any indexer that the new object has
