I think there is one single factor why it is done and it is more energy efficient in comparison to keeping windows slightly open all the time for constant ventilation.
Rooms are mainly heated by water radiators in Germany. These radiators are most likely under windows to compensate for the radiated cold and draft from the windows that may create discomfort. As the heat moves up then it will create (mainly) closed circulation in the room when the windows are closed.
Now when the windows are open then the heat from the radiators will instead escape from the windows. On top of this the radiators are most likely locally regulated (with thermal valves) and will heat up because of the cold air from the outside while increasing the energy loss even more.
This is the main reason why the heating must be closed during the shock ventilation and why it is less energy efficient to keep the windows slightly open for constant ventilation.
This is of course a compromise between good air quality and energy efficiency and the correct answer is to build a proper mechanical ventilation with an heat exchange.