MJPEG is typically transported via the TCP protocol. TCP guarantees delivery of packets by requiring acknowledgement by the receiver. Packets that are not acknowledged are retransmitted. UDP is the preferred method for the transfer of live video streams at the Transport layer of the IP network stack.
UDP is a faster protocol than TCP and for time sensitive applications (i.e. live video or VoIP), it is better to live with a video glitch caused by a dropped packet than to wait for the retransmission which TCP guarantees.