Torrents make heavy use of checksumming/hashing, so while in the block chain you need to have all previous headers to verify the current one, in a torrent file you just need any chunk of data. Other comments were saying that a feature was being implemented so that all of the headers would be downloaded first and the actual blocks could then be downloaded in any order. I'm guessing the client pretty much has to download the headers serially still in order for the distributed nature to continue working. Serial downloading of the blockchain probably makes it easier for the client to check that nobody is bullshitting them with an incorrect version of the blockchain.