Synthetic oils resist thermal breakdown and losing it's viscosity (how thick the oil tends to stay when heat is added). Plus sythetic oils tend to last longer and don't have to be changed as often as regular oil - so it can save you more money in the long run.

Regular conventional oil tends to break down quicker and loses it's viscosity as more heat is applied. When this happens your engine's internal metal parts can get closer and closer and make contact causing friction and wear.