When you read the web version, you are one click away from Stack Overflow, Reddit, or your email. By downloading the PDF, you can enter . You strip away the browser chrome, the bookmarks bar, and the distractions. You create a dedicated learning environment. When you are trying to visualize how a sigmoid function squashes data or how backpropagation actually calculates gradients, you need that uninterrupted mental real estate.
If you want the for Nielsen’s book: