It might not actually! I saw a post here on hn recently where somebody made a version of connect 4 that didn't need javascript OR page reloads.
IIRC the gist of it was:
1) The page was never done loading
2) Each element (slot for a piece) was tied to a unique piece of css (for the hover state? active state?)
3) When the element of was clicked it would trigger a resource request from the server
4) The server used that as a cue to spit out some more html onto the ever loading page.