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.
If you need the eggs raw, you could submerge them in boiling water for 5 sec. That would kill any bacteria on the shell and the egg would still be raw inside. Put the eggs in cold water right away to prevent the egg from heating up by the residual heat in the shell. I have tried this many times and the eggs do not cook.
If you are serving the eggs to very young children, pregnant women or someone who are sick, you should buy pasteurized eggs instead. But normally it's safer to eat eggs from chickens you raise, than the ones from a factory, because they are more healthy and their immune system is well developed enough to kill the salmonella itself.
Best Answer
Assuming your fridge temperature is around 4 C (39 F) and your room temperature is 22 C (72 F) then that's a difference of 18 C or 33 F. The two temperatures are not particularly polar so why should it crack differently to when it comes straight from the fridge? It won't be like if you threw hot water onto a frozen window where it would crack, the 2 temperatures here are a lot more polar, 1 below freezing point and 1 near boiling point.
The change in temperature would be fairly gradually (I don't have any Scientific evidence for this but I know from experience as when I take an egg out of the freezer and wait for it to reach room temperature -for culinary purposes- it takes around 45 minutes).
Also on a chemical level, an egg shell being mainly calcium carbonate there is no reason for such a gradual change in temperature to weaken its structure especially as it is in the form of a very stable and strong shape. So no is the answer, I don't think it makes any difference in the weakness of an egg or how it cracks!
Hope this helps!