...it's to do with the technical implementation of search in the browser URL bar (not the separate search box).
I'd need to read up the background, but the fundamental difference is that the inclusion of a special character (the "dot") gives the ability to make the search from the URL bar work differently via a "pseudonym".
Enter "GoCompare" and you would get a list of search results (the top of which would most likely be the link to the GoCompare website, but there would be thousands of others). You'd need then to select the appropriate link.
Enter "Go.Compare", and the GoCompare (or now Go.Compare) website is now opened directly.
(I don't really think the use of a special character is critical - other examples of the use of a "pseudonym" exist without it - Local press for example use "thisisxxxx" (Nottingham for example) to provide a similar function - it simply needs a pseudonym that isn't the same as the main domain/url name).
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