Double checking your torque is never a bad thing. The only thing you lose is a half second of your time. Peace of mind is what it's all about.
One of the reasons for doing this, though, might be when you are torquing, the fastener itself becomes slightly bound up, not giving a perfectly correct reading. By double clicking, you are allowing the fastener to rest for a second, then you are back at it to get the proper amount of torque there. This is the only other reason besides habit I can tell you why someone would do this. I almost always double check my torque, but usually only when I'm doing something in a sequence. I hardly ever double click while I'm applying torque unless there is only a single fastener involved. It doesn't mean either method is wrong or right, just that people have different ways of doing things.
Of note, remember that when torquing with a click type torque wrench, you can easily over torque your fastener by doing things too fast. You can go by the torque setting of a click type torque wrench without even thinking about. Slow, methodical movements are what you want to achieve. You want to be just on the verge of stopping the twisting motion at a moments (clicks) notice. Too often while at a tire shop (Merchants, NTB, whatever), I'll see the guys rocking the car to assist (well what they think is assisting) in the torque process, which will actually over torque a lug nut without too much issue. The only time I'm sure they are giving it the right torque is when I see them using a torque stick, which provides only one set torque value. These tools give way when the proper torque is achieved, insuring you cannot over torque. I will most often loosen and retorque my lug nuts after I get home just to ensure it was done correctly ... at which point I find that most of them are torqued all over the place, only proving my point.