When this option is selected you are choosing to do an Express Pick. This option does not prompt for Zone, meaning that a Device User will process all lines on the Warehouse Pick regardless of which Zone they are in.
Note: this functionality was designed for specific use cases (e.g. Trade Counters) where you are assigning Warehouse Picks to people from within Business Central in order to expedite the picking process and ensure that stock is moved to the shipping area as priority. It is recommended that the standard Pick Function is used for most business scenarios to avoid performance issues related to the mis-use of the Express Pick Function.
Apart from the above, the Express Pick Function is exactly the same as the Pick Function.