I know it's a whole field of research and I'm not familiar with any of it, so I'm not saying this is a good reason, but what I understood from upthread (where the person mentioned you'd connect to Mullvad with your real IP address) is that they don't want either the ISP (or perhaps a tap) or someone subpoenaing Mullvad, to know that they're using Mullvad. By connecting via Tor, they don't know what you're connecting to, and if they go through the trouble of attacking Tor for you, they'll still land at Mullvad and they probably have to get a warrant for them to start keeping logs on all Tor users until they eventually can tie activities to an ISP subscriber

So I can see the reasoning, though anyone who considers this: I've heard years ago that they're not sure whether VPN-in-Tor or vice versa improves or degrades the anonymity, there are apparently reasons for either way, please read up on it before you feel safe using whatever solution in a regime without freedom of speech or something