The reason is simple, it's due to the properties of the chain drive system.
So, by having a worn driving sprocket, your bicycle is superior to one that has a new driving sprocket. You aren't limited to using only new chains, you can use worn chains too!
For the driven sprockets, the rules are as follows:
So, in the back you want to have a sprocket that isn't too worn. If it's worn, you can't switch to a new chain without switching to a new driven sprocket as well.
Because sprocket wear accelerates quickly with a worn chain, you'll want to replace the chain regularly. If you replace it early enough, you might get several chains worth of wear from your driven sprockets. But eventually you need to change the driven sprockets too because they refuse to work with a new chain.
In contrast, good chainrings last practically forever. You might want to rotate them occasionally to get even better lifetime because they wear according to the pedaling forces that are uneven. Rotation is ideally 90 degrees which is only possible with regular 4-bolt attachments. With 5-bolt attachments, you can only approximate, and with irregular 4-bolt attachments (like the one Shimano is unfortunately using) you can't rotate.