Gee, Xin Loi....
That's the rule if you're (a) going to preserve barrel/throat life; and (b) minimize POI drift/warp effect.
and if it's your weapon, save your pennies forit.
Everyone who shoots USPSA, 3gun, or any other action oriented sport is breaking this rule, as are people who shoot a round of skeet by themselves.
Heat contributes to throat erosion in overbote rifles. Shooting anything until its red hot is also ill-advised. That is a mile away from the claim that you should never shoot a gun of any type until the barrel is hot.