I think its for no other reason than its a good driving habit?

I've never heard of it before to be honest but I wouldn't leave a car in gear unless it was on a steep hill...
And I'm not stupid enough to forget about it!
 
As for me who live in a country where the temprature sometimes goes down below -20C, I think it´s good thing to do. You will be giving the starter some relief by not cranking the gearbox with the cold oil.