Why? There are two reasons. The first reason is that it gets you going forward while you are hitting your volley. It forces you to go out after the ball rather than waiting for the ball to come to you. The second reason, is that your opponent will feel you getting closer to the net. Therefore, every single volley will put more and more pressure on your opponent. You will also gain volley angle options to finish the point from the net.
This both applies to singles as well as doubles. When you are watching the elite level doubles watch how each player moves closer and closer to the net.
Try this technique and let me know how it goes!