input-output-hk/musig2

Requirement of Multiple messages when signing in musig2

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Multiple signers can sign a transaction (1 message) by using musig2 and signing using an aggregated pub key.
In this implementation of musig2, multiple messages are used (NR_MESSAGES = 5 in examplemusig2.c file). I cannot understand the purpose of multiple messages (and thus multiple signing stages), instead of using 1 single message (1 transaction in case of bitcoin).
Is it regarding to the use of musig2 for aggregating multiple transactions signed by same set of users?