Sure! When the yeast first rehydrate they can't control what comes into the cell walls. When wort rushes in it ends up rupturing a lot of the cells. When you rehydrate with preboiled warm water it allows the yeast to rehydrate without the danger of harmful substances entering the cell.
http://www.howtobrew.com/section1/chapter1-1.html
As far as why the manufacturer gives directions that aren't optimal, perhaps they feel that homebrewers can't rehydrate the yeast in a sanitary manner, but you're going to prove them wrong!
By the way, are you using Saflager W34/70? If so, it's one of my favorite strains. I've used it in 4+ beers and they've all come out excellent!