Why are people dropping faucets?

As a Canadian in Houston right now I’m confused by this. Even in the coldest colds (-40C) where we can have pipes burst because it is so cold there’s never been this advice. Keeping the water running at extreme colds doesn’t prevent it from freezing. The water coming from up stream is gonna be cold too. It’s much better to drain it and shut off the valves at the source. What’s the deal?