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As chapset said, your brain continues to analyze, subconsciously, your experiences. Especially when you sleep. It's not limited to video games, of course. School work, physical skills, anything and everything you do. When you are trying to improve yourself, you will actually continue to improve even after you've put it down.

Also stepping away from something can be refreshing. Gives you a chance to clear your mind, and when you come back you're more focused and able to see things that you couldn't before.