For TIG welding pipe, the walking the cup technique is taught in welding schools and by pipefitters apprenticeship welding schools.
Why?
because it works...and because it is a good way to run a weave bead that looks like a machine did it.
Seriously, some of the sweetest pipe welds I have ever seen were done this way.
The "Walk the cup" technique is good for pipe, but not always the best technique to use for general welding...and sometimes its not even the best way to weld pipe.
In fact, Pipe welding and a few other welding jobs where the cup can be rested in a groove, are about the only situations where this technique is a good way to go.
For welding thin sheet metal, it rarely works.
For almost every aluminum weld, it does not work well at all...you cant get a stack of dimes aluminum bead by walking that cup.
I have never seen anyone walk the cup for welding magnesium either.
So ...when it makes sense...when its comfortable and you dont feel like propping on hot metal...when you have a natural groove where the tig cup can wiggle and not slip, walk the cup like crazy.