I'd also wonder if this rather traditional/old fashioned test is entirely applicable to newer vehicles. There's a lot of changes that have happened in the cylinder head (where the oil filler is usually, though not always located) down the decades which might make noticeable air movement more likely than it used to be... depending how old the advice is, that may even extend to simply having an overhead cam vs pushrods, but also stuff like VVT and EGR could have an influence.
(The theory behind it, of course, is that either your valves, and particularly valve stem seals/collets, or your headgasket or piston rings, may not be sealing quite as well as they should, and are allowing gases to escape from the combustion chamber into the head either directly (valve side) or via the crankcase/sump or other parts of the oil system (rings, gasket). However, I'm still a bit wary of the validity even of that, given that I've had several vehicles - mainly older ones, at least where it was obvious, probably down to emissions regs? - which had specific "breather pipes" connected to certain parts of the engine intended to equalise pressures between e.g. the crankcase and head, and that could cause issues if they were clogged with dirty oil residue... those would seem to be something that could cause the mentioned "blow-by" symptoms just by operating as the manufacturer intended)
Anyway, in terms of whether it's a useful test ... I don't think I've ever been recommended to carry it out before. I would expect it's something you'd only ever be driven to do if you already suspected there was something wrong with your engine or were having trouble with it, like very hard starting/poor idling, losing power/misfiring, bad fuel economy, funky smells/fumes in the cabin, excessive oil use, funny noises etc. And for the most part, unless you were absolutely stuck without either the proper tools to do better and more direct tests yourself, or access to a garage/mechanic/friend or family member who may have them, it's a bit of a waste of time and nothing more than a bit of minor contributory evidence towards trying to decide between one of several different possible causes. For the sort of issues this test may suggest, I'd much rather cut the crap and just hook up a proper cylinder compression tester and see if all the engine cylinders are reaching a good, consistent (within themselves and between each other) internal pressure, both when warm and cold. If they manage that without needing too many turns of the crank, then you're unlikely to be suffering much blow-by regardless of cause, and need to look for some other reason for the apparent problems. If you do have a leaky cylinder, a compression test should point it out within a matter of moments.