I can kinda see that point. If an encore is expected, which nowadays it basically is, then there's this thing you go through where they say Thanks and Goodnight and leave, the crowd screams for a while, then they come back out and play some more. Sometimes they act all surprised, or say something about how this crowd is the best they've ever had (which they say every night anyway), but unless there are extenuating circumstances, this pretty much always happens. It seems rather pointless.
The only reason I can think of to do it is to maybe give the band a little break so they can catch their breath, drink some water, and come back out and really nail the last song(s) and finish on a high note. Actually, I just thought of that, and that's not a bad reason, I guess.