So, once again a simple question actually has a complex answer!
Well, I am not familiar with R&S analyzers, but all the analyzers I have worked with stop sweeping and act like a power meter at the ONE frequency it is set at. You can vary the resoluation bandwidth to let in smaller or larger noise bandwidths, but it is essentially a one-frequency power meter. It will ignore any power any significant distance away in frequency.
The purpose is to specifically turn off the sweep function, as the sweep sometimes really screws up the measurement. If you have a pulsed source, if the pulse happens when the sweep is not on that one frequency, it misses the pulse power.