Not really that it is thicker, but more that it is spec'd for higher temperatures, prolonged high speed driving and long change intervals. It carries the ACEA standard which is derived from OEM input versus API standard which is dictated too the OEM because the government has to stick it's big fat bloated tree hugger nose in everything.
It is just better over all IMO. I started using Euro spec oil last year. However, if you are using any non API spec'd oil from AMSoil, you are well above any standard oil be it API or ACEA anyway, so it wouldn't make much of a difference unless your change intervals are like 7,000 miles or more.