Imagine you have a basket full of dirty laundry. You could take one sock to the washing machine, wait for it to wash, come back, take another sock, and repeat. This would take forever because you're spending all your time walking back and forth.
In AXI, a Burst is like taking the whole basket at once. You send one "Address" (the destination) and then follow it with many "Data" packets. This is much faster because the computer doesn't have to keep asking "Where is this going?" for every single piece of data.