* That style being this one, in which the "footnote" is placed directly after the paragraph in which its asterisk appears.
It's because when reading a physical book, when I see a footnote, I can glance down to the bottom of the page and read the addendum. Even if the footnote occurs in the middle of a very long chapter, I can easily glance down and back up to my spot again because the chapter is formatted into discrete pages, the footnote is placed at the bottom of the page, and I can hold an entire page in my field of vision.
Internet texts, though, generally work with a long vertical scroll, and there's no convenient way of marking your position. (I usually resort to highlighting passages so that the highlight will catch my eye if I have to scroll away and scroll back up to find it.) Once you add in the fact that you often don't know where the footnotes will be, where the scrollbar is concerned – if you have a blog post with a large number of comments, for example, the end of the page is the end of the comment section, not the end of the post; finding the footnotes involves moving the scrollbar to some ill-defined middle point – you're either left with the hassle of scrolling/searching down and back up every time you encounter an asterisk (which I find really disruptive to my reading experience), or just encountering all the footnotes at the end, shorn of their context unless you want to go back up and search through the text to re-find them.
By contrast, placing the footnotes immediately after the paragraph in which their asterisk occurs doesn't interrupt the flow of the asterisked sentence, but it still places the additional information within the same field of view as its context.
Incidentally, this is also why I have a grudge against the term trans*, and refuse to use it to refer to myself**. ("trans," fine, though I prefer the specificity of "neutrois". "trans*," fuck no.) Because the first time I encountered it in a blog post, I spent several minutes looking for the footnote and becoming increasingly annoyed that I couldn't find it. Because while * is used as a wildcard character in certain contexts? In the context of writing out discussions on the internet, * has another, more-well-established meaning, and that's the promise of additional information to be fulfilled within the document, at some point following the *. When that promise isn't fulfilled, well, XKCD may have said it best.
** If you prefer that I use the term trans* to refer to you, I will, but I will also persist in thinking that it's an extremely poor piece of information design.
Anyway, there's no real point to this entry, except to note that the formal reasoning behind my gut preference finally snapped into place, and that was cool.