Why would I save a nudge where I make one transfer to Marygold which is automatically split into multiple Money Pools I have created?

To save time. You authorise one payment instead of two (or more).

If you want to make regular saving contributions to more than one saving goal (multiple money pools), then the easiest way is to authorise one payment from your current account, which can then be split into multiple money pools in Marygold (in your chosen allocations).