Hi and welcome to Arturia forums.
No this is'nt about handling the CPU, even if the setting can have an impact on how much CPU power you use.
It's about how voices is handled when playing in polymode.
An example to get a understanding:
Load the Default preset and add longer attack and release in the VCA envelope.
Play a note slowly twice before the envelope has reached it's full cycle. Do this for both steal modes. Listen to the result, and you'll find, that the retrigger mode cut off the first note and retrigger the envelope, while the rotate add a new voice instead and let the presvious played note continue it's envelope cycle. In the retrigger mode you allways only hear one voices. In Rotate mode you hear more than one voice.
Some synths have even more modes how voices are handled.
Hope this helps to understand.