Radio streaming vs. file download

I have a web page with a radio — it streams deep techno music mixes (only mixes, one after another, no other live content). The stream is working on Liquidsoap + IceCast.

What are the drawbacks if I will just serve single files, not a stream?

Now I have a stream:

<audio src="http://mywebsite/air.ogg" type="audio/ogg" preload="none"></audio>

What I want is just to change src attribute each time current mix ends and make kinda «stream» and play it just like usual audio file in audio tag.