TCP is sometimes called "session oriented", because your machine and the machine you connect to (in this case, the AH server) establish a link and exchange data ("handshaking") about what they are sending and receiving. Something like "I just sent you these five packets, you get them?" and "I received packets one through four, but five was garbled, so resend that one" and so on...
UDP messages are just fired off into the blue, without sending or expecting any "handshake" to accompany them. If your physical i-net connection is solid, UDP is perfectly adequate, and it does not have all that data-about-data overhead.