The Mobius strip is a nonorientable surface
The Mobius strip is a nonorientable surface. If we were 2-dimensional sprites living on the Mobius strip, we could travel around and come back as reflected copies of ourselves (unlike, say, if we were on a sphere, or a torus).
This model demonstrates this; move the arrow around and you get back a reflection of the arrow. (For more on orientability, see Wikipedia: https://en.wikipedia.org/wiki/Orientability#Orientable_surfaces)
Soluble material is used for the interface layer between the supports and the model. (This is essential so that the arrow can be freed after printing.)
Variable layer heights are used to add detail at the flattest part of the torus. So the purge block needs to be pretty fat for the middle few layers. It is mostly empty though: