This isn't specific to GitLab or GitHub, but turbolinks, pjax, and friends are really useful when you have a lot of setup that can be shared between pages, i.e.

This isn't specific to GitLab or GitHub, but turbolinks, pjax, and friends are really useful when you have a lot of setup that can be shared between pages, i.e. initiating a websocket connection, rendering a header with notifications and an avatar in it, decompressing and parsing your js and css, etc., and you don't want to implement a single page app. When I refresh the GitLab sign-in page in Chromium, I see that the initial page load takes 40ms to parse css, 250ms to parse and execute js, and then another 70ms after DOMContentLoaded. This is with a warm cache. It's not unreasonable to think that turbolinks might save about 300ms on page loads, which is a respectable performance boost.