What is the difference between the Fan 'Auto' and Fan 'On' settings?

In 'Auto' mode, the fan runs only when the heating or cooling system is actively running, and this is the most commonly used setting. When set to 'On,' the fan runs continuously, which is useful for improved air circulation or more efficient air cleaning. Press the FAN button to toggle between the two settings. (Page 6)

From the official Honeywell TH5110D Home Programmable Thermostat manual, page 6

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