There's already oil in the lines and passages, so it's not like you're starting the engine "dry". That brief interruption in oil makes no difference at all.

It's not like the big old diesels, or tractors, where the oil filters hold a quart of oil or more. There it might make a difference.

I used to have a car with a vertical filter and did that also. Probably was not really helping anything, but what the heck. I have vehicles with 486,000 and 272,000 that I can't pre-fill, so I'm pretty sure that the brief moment it takes for the pump to fill the empty filter is not causing any real harm.

You ain't installing an oil cooler here. That's when you would lose pressure if you don't fill that reservoir. An oil filter doesn't really hold that much oil and unless something is really wrong with the car, that tiny bit shouldn't cause a major decrease in oil pressure. I would say it's not nonsense, just really not practical to take that extra step. 

If it was possible (depending on its position) I always pre filled the filter before installing it. 

Nah. Don’t worry about it. After you change the oil, you should always start the car, let it run a minute, then recheck the dipstick and fill to the correct level.  As long as you’re doing that anyway, you’ll be fine.

Doesn't make a difference, but if it makes you feel better then no reason to do any different.