Im sure he was just using this command as an example. The point being, being able to load media from a single file which perhaps may utilise customised functions to simulate the loading of individual files.
Well ya, but AnimMesh's are only an example of media you can't simulate loading of too. I mean you can simulate static meshes and textures, but not sound, not music, not anim mesh's. It's fifty/fifty at best. It's not like anim mesh's are the only thing you can't do.
It depends on whether the purpose is to hide the media or just to make things look tidy. If it's the latter, no problem.