Your talking about back-rolling, rolling the paint right after it is sprayed. I think this method is better than just brushing and rolling. Spraying the paint can produce a very thick and consistent coating. This consistency is difficult with just a roller alone.
Pushing the paint into a surface is very beneficial, example- masonite or wood siding. Now there is a thick coating of paint and it is pushed into the surface for a better seal and better adhesion.