Not used the mitts as yet but the idea behind clay is to remove slightly embeded contaminates from the paint work.
As the lubed clay pass'es over your lacquer they're cought and picked up by the clay. As previously said, no scratches will be removed by this and you can incur more.. the idea is that you leave a nice clean surface to then polish any scratches or defects out and or then protect with a wax or sealant. Clay doesn't remove any lacquer so you do it as required to keep your paint smooth/contaminate free, machine polishing is what removes a fine layer of lacquer hence being able to polish scratches and defects out.
A properly decontaminated car is a lot easier to work on!
Hope this makes sense!