It's standard training procedure, both for safety and tactically, whether the gun is being reloaded or not.
You just never know what might be behind you unless you look.
Always a good idea with a weapon in the hand.
The reverse Weaver stance, being shown in the linked video, is worth a look, too.
Where the off hand arm is straight and the strong side arm is bent.
Kind of like for rifles.
Lock the doors, they're coming in the windows.