Well, you have to admit, when you really think about it it just doesn't compute. And when you hear advice that sounds good but doesn't make sense, it makes you wonder and think about it even more. And I don't think that just because someone might disagree with me that they have an attitude or an agenda. Just think of this discussion as a collective 'thinking out loud'.
Several people have cited good reliable sources telling them that this is a potential problem. But several people have pretty well explained how the physical reality doesn't jibe with that advice. I've been in the sciences long enough to know that things don't always make sense at first. Maybe those of us that doubt the advice are missing something. Who knows.
One of the things you look at when you examine any given medical intervention is what is the potential harm. Even if an intervention can prevent something deadly, if the intervention could possibly kill you then its not a good intervention especially if its preventive potential is if-y.
In this case, covering the exhaust can provide other benefits like keeping trash and moisture out. And there is virtually no risk associated with it (unless you really plugged it). So, despite all the agendas and attitudes, the advice is still good even if it doesn't really have the specific desired effect.