On top of that it avoids Bg5, pinning the horsey, which could otherwise maybe be annoying.
Also, I thing you meant Qa4+ instead of Qh4+, which is the anarchychess idea in this position for white.
When the king gets to spend time with his horses, it keeps his suicidal thoughts at bay, keeping black in the game longer. Remember poker? No horses, and a suicide king. Not a coincidence.