The reason I do it is to slowly introduce the yeast to the temp of the beer to avoid shocking it. Read it somewhere and have adopted it into my brewing practice. I have never pitched straight from the fridge so I can't say if it works or not. YMMV. Cheers!!!
FWIW, I've done it both ways and now I'm straight form the fridge and into the beer. The temp shock theory is outdated and has been disproved. The current theory is that the yeast will start using up their glycogen reserves once they warm up and become active and you want that to happen in the beer, not before the yeast gets there. I find I get far better yeast performance by pitching cold. I'd encourage you to try it a few times and compare for yourself. At the very least, there's no downside.