rayleigh
WIth a larger gauge wire, it makes it easier to slide 2 smaller pieces under the clamp on both sides of the screw tightening the clamp - rather than fitting one large piece under the clamp on one side of the screw. I believe you get a more secure fitting less likely to pull out as well.
Not to convolute things, but I have seen small spades crimped and/or soldered to a larger gauge wire, to achieve similar ease of insertion under the clamp as above. Though you have to weigh the effect of sticking another piece of metal in the connection.