I think the reason for this is because the macro will grow more and help remove more garbage if it is unfiltered first. I know most everyone does this opposite and tees off their returns to their fuges. I saw a cryptic fuge at Patricks house that was of easy design and he said that it works great.
What he did was take an old salt bucket, put the lid on, and put a hole in the top for a small bulkhead. I assume he teed off his water coming from the tank to partially run into the cryptic fuge and put another hole lower down on the bucket so it would gravity feed out of it. The bucket was full of sand, about 8 inches or so. From what I have read and heard this will eliminate nitrates, although finding the cause of the nitrates is much more beneficial in any regard.

I know Lee (LHoy) is doing a cryptic fuge, and I am on the verge of actually constructing some sort of demon fuge for my setup. In my current fuge, I can't ever grow any macro, and I can only assume that it's from the lack of nutrients associated with it's growth. Since I can't grow macro, I am going to section it off with the PLSumpBaffles, and run my inlet partially through the unskimmed portion to see if it will even grow.