some fish cannot tolerate dumping. as majority of the reefers here buy relatively common and hardy fishes, dumping them straight in is no issue.
but more delicate species like deepwater wrasses, certain butterflies, angels and ESPECIALLY inverts, will spell doom for them.
and also take note, when buying fish straight from shipment. the ammonia will be quite high and the pH will be very low. dumping them into the tank straight away is a major shock factor for them, and more delicate species will not be able to take it.
water in the bag might seem fine to you until you test it.