A very good question. One that I asked the guy that suggested it - then instantly regretted it and let them out. I should have asked that very question before I just did it but I have not introduced a mated queen before (previously I just raise via nuc) and just accepted the process as explained by him.
But to answer the question, he stated the theory was that they are less likely to go back to their old hive if this is done due to losing their old hive smell / memory. I haven't done this with any other nuc's I have raised so do not intend to do this again.
I spent most of my time worrying that they would overheat to be honest. If a few bees go back to their previous hive, so bee it (sorry couldn't resist), there will be new emerging imminently and they have stores etc.
Basically i think I fell for the old ' ask two beekeepers the same question and you will get three answers'.