Some swear by it but I don't think you need to. I have and haven't and have never noticed a difference. I usually start seeds in small 2.5" x 2.5" nursery pots and then into the final pot. Sometimes those are different sizes. I don't believe you need to stagger transplanting from one size to another. But as
@SpawnOfVader stated over watering can be an issue. Some growers think they need to water a seedling everyday and if it's in a 5 gallon pot chances are they'll be over watering.
I have friends that start seeds in 20 gallon pots and end up with huge trees and no problems. But these are Old School growers that don't buy into all the cannabis specific nonsense that so many believe in. You don't need to treat cannabis any different than other plants. Do you think nurseries that sell plants up pot numerous times? No. They germinate in small containers and transplant once. Same thing works just fine with cannabis.
I've never seen so many unnecessary steps and convoluted processes to grow a plant as I have with cannabis growers.