Replacing a double wall switch and I am confused by the wiring
Whoever wired this was trying to cheap out on wire nuts and pigtails in a sloppy/cheap way instead of doing a proper pigtailing job -- "through wiring" a terminal screw like that is not considered proper workmanship and also violates the device's listing.

What I would do is use a 6-port push-in type connector (Ideal In-Sure, Wago connector, or equivalent device) as the unused port is finger safe, and then pigtail to each switch terminal.  (The 6-port type seems to be much more commonly stocked than the 5-port is.)