I agree with Paul.
In selection mode, the line of marching ants is where the pixels are 50% or
more selected. That's ok with a hard brush but with a soft edged brush you
can't see the feathering. Mask mode will show the selection and fade the
color of the mask for partial selection so you can get a feel for the extent
and hardness of the selection.
Also, in places where you've used the selection brush to paint over an area,
mask mode allows you to see the places where the overlap was greater than
50% but less than 100%. In selection mode, you have no indication that the
selection is partial unless it drops below 50%.