By placing the bird in pre-heated skillet, the thighs get an immediate sear and a head start on cooking. The reason this works so well is that a whole chicken has a large surface area and most moisture loss during cooking is from surface evaporation. By shutting off the oven, the exterior cools rapidly which slows the loss of juices. Heat that is already inside the chicken will continue to be conducted deeper into the interior bringing it to the desired safe temperature due to carryover cooking. Result is juicier chicken with virtually no chance of overcooking.
Adapted from Cook's Illustrated All Time Favorite Recipes