It's got nothing to do with PGM's. However, there is the flavor of describing graph structure by soft edge weights vs. hard/pruned edge connections. It's not that surprising that one does better than the other, and it's a very obvious and classical idea. For a time there were people working on NN structure learning and this is a natural step. I don't think there is any breakthrough here, other than that computation power caught up to make it feasible.