engines don't like being shock cooled, so you need power on to keep the engine warm. An extended period at idle when continuing at flying speed will damage an engine
riverrock83,
A nice B-52 picture in your post, but your comment below it is nonsense.
Most of my powered flying these days is hauling gliders into the air. Now this is an operation where mitigating shock cooling matters. Five minutes of full-power climbing, with peak CHTs approaching 400° F - sometimes slightly exceeding it - followed by a descent and landing five minutes later.
We follow SOPs designed to minimize the rate of cooling, particularly at the beginning of the descent.
However, as others have pointed out, there is no risk of shock cooling in normal operations e.g. closing the throttle for a glide approach while at circuit speed and power. The more serious risk in this situation is carb icing, where you should follow the recommendations in the POH and not some old-wives tale passed on by well-meaning instructors.