Well, it mentions it in the tutorials, which is how I got into the practice. Seems like particles that are small enough to escape the steeping mesh would remain in suspension far longer than those that aren't, and that shaking them loose would result in a clearer beer. The tutorial suggestion made sense to me, as I just always felt that the goal with steeping (in all cases, not just with brewing) was to impart as much flavor and as few particulates as possible.
But, I'm very new to this, and haven't done any side by side comparisons. The only beer I've made so far (Caribou Slobber) seems to have plenty of flavor, color, and body, and I shook the bejesus out of those grains .
To flip the question around, am I dramatically reducing the effectiveness of the specialty grains by doing this?
As for your reply to the OT, I like this idea of approaching specialty grains as a sort of partial grain addition (i.e., holding at mash temps for 30 minutes or so). Do you just periodically turn on the burner to keep the temp up?