I suspect an urban myth.
You suspect wrong. Chuck Westfall has indicated that he recommends using a filter to complete the sealing of all sealed L-series that have front filter threads (i.e. not the supertele lenses). Hearsay, yes - but he's Canon's technical guru, so the source is a good one.
Beyond hearsay, there are a few lenses which Canon explicitly states require a filter to complete the weather sealing. Those are lenses with front element groups that move 'within the barrel' either for zoom extension or focusing. Check the instructions for the 50mm f/1.2L, 17-40mm f/4L, or 16-35mm f/2.8L II and you'll see the following statement:
Excellent! Thank you neuro!
The fact that they put that warning in the instructions for those lenses, and not in others (obviously I need to buy more lenses), strongly suggests to me that the need is primarily applicable to those lenses. Your description of the why in those cases makes perfect sense.
It would be interesting to hear reasons for their use on other lenses, beyond an abundance of caution.