There are pros and cons to this advice. Harriet Hargrave does not believe in pre-washing (although she will pretest suspicious fabrics by dropping a piece in water to see if it bleeds).
I don't prewash and have never had a bleeding or crocking problem. However, I always do a first wash with Synthrapol which suspends loose dye particles in the water to be washed away and prevents them settling into nearby fabrics.
I haven't had any problems with undue shrinkage either, but I avoid very cheap loosely woven fabrics. Also, I use cotton batting and like the crinkly look it gives. Any slight shrinkage in a fabric would be well-hidden by the crinkling.
Some people do need to prewash because of allergies and adverse reactions to chemicals.