JavaScript and Css files are naturally loaded individually. Having multiples of them being used across an entire site, e.g. including the JQuery library along with your own javascript, adds to the time the user has to wait for the files to download.
The Optimizer can concatenate these files and store in a new static file, so loading this instead will mean less requests, resulting in an “A” in this category. (images may decrease the score if you use many of them, but I will add in a future release the ability to easily create CSS sprites which rewrite the css file to accomidate the position of an image within its sprite).