The key insight is that the optimal Kalman-smoother extraction that underlies GDPplus involves averaging not only over series (i.e., GDPe and GDPi), but also over time. Hence:
(1) GDPplus can be calculated for the most recent quarter for which GDPe data are available, even if GDPi data are not yet available for that quarter, because the Kalman smoother optimally interpolates the missing GDPi data and includes that prediction in its assessment. In contrast, GDPavg simply cannot be calculated if GDPi is unavailable.
(3) Related, GDPplus is robust to the problem of spuriously low Q1 GDP reported a nice recent NYT piece by Justin Wolfers. For example, the much-discussed mysterious apparent GDP collapse of 2014Q1, based on GDPe, is largely absent from GDPplus, or at least much less pronounced. (Again see the FRB Philadelphia plot here, as well Tom Stark's fascinating recent FRB Philadelphia "Research Rap".) Evidently GDPplus doesn't suffer as much from the Q1 anomaly for two reasons. You guessed it: (a) it blends GDPe with GDPi, which is not as influenced by the Q1 distortion, and (b) it smooths over time.