"The engines have a modulating/shut-off valve to protect it from reverse flow, but the APU bleed air valve is 'dumb', and will not be aware of any reversal of airflow."
Don't know about the Classic, LEM, but the 737NG Maintenance Manual mentions an APU Check Valve (in the Aircon bay), and says that the valve is there to protect the APU. Perhaps the procedures are playing it safe? (The valve may not have the reaction time required for all situations perhaps?)
Cheers.
Q.