What is benefit of 2x6 stud over 2x4 stud?

Higher strength. If you are framing over 12' you will need to double the 2 x 4s or go to a 2 x 6 stud. Sometimes 2 x 6s are used to make the cavity larger to allow pipes to be concealed within the wall. Sometimes they are used to bump the insulation value from a R13 to a R19.