There’s a couple reasons for it.

The most commonly cited one is to remove any paper taste from the filter. This was more important in the past when filters weren’t as good as they are now and left a papery flavour in the cup. Try a pour over without any coffee in it (basically taste the water that comes filtered through an un-rinsed filter). If you taste paper on it, those filters should be rinsed every time.

The other big reason is less to do with the filter and more the brewer. If you rinse your filter in the brewer with hot water, you’re also preheating the brewer at the same time. When you do your bloom, especially if it’s with a heavier material, the brewer is going to absorb a good amount of heat from the slurry which will result in a colder extraction at the start. This is getting a bit more controversial now though, as cold blooms are getting more popular. Lance Hedrick has sort of popularized the Samo bloom, which is an initial bloom of around 60°C before doing the rest of your pour over at a higher heat. So a cold brewer is less important if you’re doing that. But if you want a traditional brew, especially with light roasts where you should be brewing at close to boiling point, a preheated brewer is pretty important. Rinsing your filters with boiling water will preheat your brewer quite effectively.

The third reason is to allow the filter to adhere to the brewer before you’ve added your grounds. This can both help eliminate bypassing and also is just for nice quality of life, as you don’t risk the filter cone closing up a bit which can be annoying.