I've heard this being advised before but it just doesn't make sense as a rabbits true diet is grass, weeds, etc. I think they are just being overly careful.
Obviously as others have said you should allow them to settle in for a couple of weeks and then start to change their diets with new pellets and greens.
My bunnies were all babies when I got them and I slowly changing over their pellet food over a couple of weeks, left it for another week to ensure the new pellets hadn't upset them and then started to slowly introduce the greens.
I started with small amounts every other day, like a dandelion leaf, a piece of parsley, a slice of broccoli and slowly built up the amounts until they were roughly getting a few handfuls of fresh veg every day. Sweeter 'greens' or treat foods like carrot, apple, strawberries are still only given as an occasional treat.
By introducing slowly you also find the amount that works best for your rabbit. George and Harry can eat loads of veg but I have to watch how much Hershel gets as he will have excess cecals.