When I'm looking at a pull request that changes a number of files, especially when those individual changes are small, it's helpful to see the complete diff on a single page rather than clicking through to see the change file-by-file.

An example would be a Java change to repackage a class; most files will see a single-line change to their imports, and being able to scroll through all those changes is quicker than examining each file in turn. More generally, a single page makes it easier to see how the change is distributed across multiple files.

The current interface in Bitbucket is what I'm used to here, and that's worked well for me. There are definitely cases where the file-by-file model is better, but it's not universal.