Only reason I can think of is that the woody and quasi-woody plants do store vital stuff in the stems and cutting them in the fall removes that and can impair winter hardiness --at least in my experience doing so vs not doing so.
I would think with the group 3, you could cut them back quite a bit some time after the first freeze though, so you wouldn't have to look at a tangle of brown all winter.
There would be no point trying that with group 1. Some in group 2, maybe, the vigorous ones that will bloom on new wood.