Hmmmmmm... the logic to shake your automatic/self winding watch a couple of times is actually to see if the internal watch mechanism are still working or not.
Applies to all automatic & self-winding watches, not just Rolex.
I have some friends with brand new rolex watches, whereby the seconds hand doesn't move at all, even after fully winding it 30-40 times. Turn out there's a need to change the lubricant.
This is also a good practice to have for watches after wearing it for a couple of years.... or you tend to let the watch run down completely. And also old automatic/self-winding watches.
That's why automatic watch winders exist...
Newer automatic mechanisms in high end watches, tend to have built in winding limiters to prevent users from over winding, whereby the limiter will automatically "break" away from the Crown once it reaches its limit even if the user continue to turn the crown.
But this limiter may not be found in lower end automatic watches and vintage watches.