I've been doing this for years with all types of beverages often accompanied by quizzical looks from the uninitiated. It works well with beer, for example. Even if you have a ostensibly clean mug/glass, rinsing it with cold beer before filling will "season" or "cure" the glass which, on a microscopic level has thousands of tiny pits and irregularities. These can harbor dust or anything left behind after cleaning, including most foul of all, a soap or dish liquid film residue. It also pre-chills the glass.

Rinsing with water will leave a slight film of water which mixes with the desired liquid resulting in some dilution. Rising any vessel with the liquid about to be consumed is a great way to make your beverage imbibing optimal.