Probably a dumb/noob question..

Togo

Its my understanding that this isn't great to do with cars. Something to do with synchro mesh or what have you. I know it's the preferred method for large commercial trucks but they have a different set up compared to cars. One has synchro mesh and one doesn't, can't remember which is what, etc.

On the flip side I do this on my bike from time to time but it's much safer for a sport bike. All our gears are actively engaged just not all of them under load. It's as simple as just clicking in to gear. Lots of guys use this method at the race track because it saves time off their laps if you are good at it.