If you want to go to a lot of trouble to prove the point, you too can figure it out.
A lot of airguns use Benjamin type magazines, where the first pellet loaded is holding forth the magazine's spring. Load up about 5 or 6 magazines, and let them sit for awhile before going to the range. Then shoot the first pellet on a different target than the remaining pellets. You will see the first pellet location group spread a lot more than the others.
You can also load up a magazine, and carry it around in your pocket for a few days before shooting a group. Here too, the group opens up.
The amount it opens up varies obviously, but if you're shooting for accuracy, you'll soon discover the reasoning behind single loading.