Hm, perhaps a little bit. But the mash is rather hot, and this will speed up oxidation at boundary between air and wort in the mash. It is a simple precaution.I would have thought any oxygen introduce during mashig would have been boiled out during the boil?
Actually, I would rather have a lauter manifold so I can skip this step, but I haven't the patience or the inclination to do that, so currently I scoop the mash from my mash tun into my bucket based lauter tun.