Basically that was back then shooting everything in order so that the editor just had some trimming to do between the shots and wasn't tempted to make his own edit. This was a strategy that allowed directors to be fully in control of the edit of their movies.

I know Hitchcock and Lean did it, do you have any other examples ?

John Ford. Primarily to safeguard against the studios re-editing his films.

On the set of How Green Was My Valley, someone asked Ford if he wanted to set up for a close up of Walter Pidgeon for an emotional scene. Ford thought for a second and replied, "Naw. They'll only use it."

Steven Spielberg is another famous example.

It takes a tremendous amount of skill to accomplish, I'm sure.