There is a reason for that.
“The first time you pop-open a whisky bottle it'll be tight on flavor, and less expressive on the nose. You'll need to leave it out in the glass longer to get it to show-up with its full flavors. The closer to empty the bottle gets, the more the flavors will either flatten out or exaggerate (depending on the whisky).
When you pour a glass of whisky, you can smell the alcohol, caramel, vanillas, and smoke (if it's peated) from an arm's length away. Whisky is volatile. When you pour your whisky, those molecules dispersed into the room. Chemists and physicists call this dissipation.
As these volatile molecules leave the bottle, this changes the overall flavor of the whisky. At first, the harsher volatile molecules depart smoothing out the flavor and rounding out the whisky. This is why the first pour of a new bottle needs to sit in the glass a little longer so that the harsher volatiles have some time to depart. Once the bottle gets poured a few times, the air that is introduced into the bottle gives those molecules somewhere to go and so you don’t need to let it sit in the glass to let them escape.”