1. It's faster
2. Early shotgun
3. If security guard spawns, you'll get a pistol, w/o time loss, by using this shotgun

Today, someone, and they'll remain unknown unless they want to be known, brought to my attention that ExplodingCabbage actually did the hot dog skip in one of his videos and also explained how to do it on the SDA forums a year+ ago. (the video is 3+ years old)

https://forum.speeddemosarchive.com/post/gta_4173.html

If you're curious as to how he set up what is required for the skip to work, segment 1 is where to look:

how do you skip the actual save tutorial cutscene like you show in the vidya?

@Nos > The moment they appear, press your clip capture button (probably is F2 for you) with clip capture turned OFF (you can do this from the menu on the same screen with "New", "Load", etc.)

Thread on this: http://www.speedrun.com/gtaiv/thread/yj39a