Here's my opinion. The line coming from the exhaust is your fuel pressure line. While the engine is running, exhaust blows into this line to create a pressurized tank so it can feed the engine fuel. Exhaust has burnt fuel/oil in it as smoke. This smoke is pushed into your tank with your fuel. The smoke is relativly acidic. So, from the second you start your truck, your fuel is being contaminated from the exhaust that is pumping the fuel into the engine.
Like others have said, you don't want contaminents starting in your fuel. It's one thing to be in the engine, but leave it in a gallon bottle of fuel for a week and let the acid break down the molecular structure of the fuel and it could ruin it or harm your engine to use it.
I've read where older guys have explained this and it makes sense. Whens the last time you inhaled exhaust smoke and had that burning sensation in your lungs?