The actual explanation is more complex than what I'm about to give you, but this simplified version should suffice for now:
Sometimes system files in Android are split up in several parts in a way that allows the OS to access them faster. But when those files are split up into pieces (ODEXED), it makes them very difficult to modify.
So devs go through all those files and combine all those groups of "split up" files into one file each (DEODEXED) so that they can be modified.
That's why when you are trying to install some tweaks it requires a deodexed ROM. If the files are still split up (odexed) they tweak can't edit it properly