Why? It forms a moisture barrier between your potentially tender and unbaked crust and your wet filling. The egg proteins will help keep the crust from getting soggy and too soaked with filling.
We found this to be a very successful technique; this blackberry pie had a more defined bottom crust, less soggy than our previous attempts. (The crust is admittedly rather soaked with egg yolk instead, as you can see from the photos; the crust was a little lumpy and our brush made pools of egg!)
This is one of our favorite crust tips so far. Do you do this, and have you noticed a difference in your pies?
(Images: Faith Durand)