I was wondering that myself. Perhaps blowing it out damages the wick by not extinguishing it immediately, as opposed to putting it into the case which would immediately cut off the oxygen supply. I'm thinking of how when you blow out a candle, it sometimes makes a lot of smoke(indicating it's still burning), while quickly snuffing it out with your fingers or under the faucet results in very little smoke.
Another idea is that perhaps it's just difficult to blow out, so it's easier to just put it back in the case than huffing and puffing to try to put it out.
I'll find out soon enough.