CF Admin -Data Source Q

Advantage of maintaining connections: This is efficient, as  Coldfusion can then process one query after the other, using the same connection. This all happens in the background, without any need for your intervention.

Disadvantage: Suppose you check the setting to maintain connections. Suppose also that Coldfusion processes one query but, for whatever reason the connection breaks  before it can process the next. Then  an exception will be thrown.

If you uncheck the setting to maintain connections, Coldfusion will establish a connection for every query. You would avoid exceptions, but making a connection for every request is inefficient.