All plants including grass need sufficient levels of sulphur to be able to utilise nitrogen efficiently. Together, nitrogen and sulphur are vital building blocks for protein, so N and S should be applied at the same time.
Sulphur behaves in a very similar way to nitrogen in the soil, readily leaching in the sulphate form just as nitrates do therefore this should dictate that you’d treat it the same as nitrogen. You wouldn’t apply all your nitrogen in one go and expect it to fulfil the sward's requirement through the growing season, so why treat sulphur like this? Applying sulphur in one application means that there is a large potential for a lot of it to leach away through the soil profile and is then not available to the crop. Applications of sulphur little and often, as you would with your nitrogen, ensures that the grass has access to it throughout the growing season.
Another reason to apply sulphur little and often along with your nitrogen is that there is a very close relationship between the two nutrients. As mentioned, nitrogen can’t be taken up and utilised effectively by the grass unless there is a sufficient supply of sulphur present. With more and more emphasis being put on increasing nitrogen use efficiency (NUE) on-farm then this is one easy way to start to do that. Ensuring there is sufficient nitrogen and sulphur at each application means the two nutrients work together which is better for the grass, environment and your pocket.