Pretty sure it's marketing though, the TGV can be veeery long sometimes, so it takes a while to walk to your assigned car.
EDIT: source: http://tgv.lu.voyages-sncf.com/fr/avant-depart
Each trainset is a single unit though, so you can just step in at the first car and walk through the train to your seat. The only "danger" is paired trainsets (16 cars), if you're in the further one you have to walk a whole trainset to reach your own train (and even then it's only 200m/660ft), if you're cutting it really close you can probably forego your assigned seat and use the first trainset (you may not get a seat at all though).