Way back in the day the users manual did say to change early - I am talking 60's / 70's maybe. Like 500 or 1000 miles.
There may be many reasons why they don't do so now, but there absolutely is a lot of debris in the first 1000 miles. Its not "left over", its break in where - from imperfect parts rubbing against other imperfect parts - like bearings and seating in piston rings on the bore. These parts all have a tollerance, and their designed to wear in to the exact machines surfaces with which they match during early use.
In theory they oil filter should catch that, but as mentioned, if you want to rely on that feel free, but some of us don't.
Many small engines still have a break in spec / time, probably because they have no oil filter.