Mostly so you don't have to wear oven mits when doing. Also, after it cools, the gunk gets a bit more solidified and chips off better than if it is still goey and greasy. But, it will work either way.
Truth be told, I usually wait until I have heated it up for a cook an just before putting the meat on I chargon it if it is bad. In that instance, good heat resistant gloves/oven mits are essential because I leave the fire on as well.
I don't like heating it up just to scrape it out. Most would call it being lazy, others might say it saves gas and time. I'm lazy and impatient.