Baking Chemistry – How to Bake Baking Soda to Produce Sodium Carbonate

If the question is crispy skin, these related questions (1 and 2) provide a lot of tips and tricks to get what you want. As you can see in this answer, the trick is to start at a lower temperature to render all the fat - you also want your chicken sitting on a rack or on top of vegetables so it's not sitting in the fat once it's rendered. Towards the end of your cooking you want to turn up the heat to crisp up the skin after the fat has rendered.

Note that watery meat isn't good, but you do want to keep your meat moist, so you don't want to cook it so long at a high heat that it dries out. Tender meat is greatly helped by using a brine.

My guess - and this is just a (somewhat educated) guess - is that it's just to promote more even cooking.

Since you're talking about a layered dish, some parts are definitely going to cook faster than others. If the entire dish starts from room temperature, as opposed to fridge temperature, then that means less time is required to cook it through. Less time and less heat required to cook means that all of the layers will be more likely to end up at similar internal temperatures - as opposed to having burned bread, liquefied cheese, or rubbery eggs (I'm not sure offhand which cooks the fastest).

Even if it's not an issue with the thermal capacities of your individual ingredients, you're also layering these each several times over, creating a very dense product, so there would still be a significant risk of the middle layers being undercooked, or the outer layers being overcooked.

You might be able to bake it straight out of the fridge; however, you would definitely have to increase the cooking time to account for the temperature difference, and there are a lot of variables that come into play which would affect how evenly it cooks: the intensity and location of your oven's heat source(s), the density of the casserole, the kind of baking dish you use - I probably wouldn't chance it, at least not when preparing this for other people.

You tend to see the same recommendation for anything particularly dense, such as a roast, or anything layered, such as a lasagna, and generally, you do want to follow those recommendations for the same reason. They cook rather poorly if you cook them from cold or frozen, leaving you with a charred surface and an only-mostly-cooked interior. It can still happen even if you start off at room temperature, but it's less likely and the effect tends to be less pronounced.