What changes after break-in period?

it's considered a mechanical break in point - which pretty much means all the rough edges have been worn off. This leads to a generally smoother operating ICE, which implies increased MPG (less internal resistance to the power being used/generated) and a smoother shutdown, as was already mentioned.

There are also other break in points down the line, where others have claimed to see similar improvement to the 5k break in. Not being that far along myself, i haven't experienced it (but hope i do!).

Note that it's not a sudden thing (ie you won't jump up 2MPG overnight when you hit 5k)... instead it's a gradual break in that occurs over the entire distance traveled. It also can include driver training - ie you learn better how to drive the car. So track your mileage, and i'll bet it'll be better when you hit 5k than it is right now.