The assembly note states:
Bake bare PCBs in a clean and well ventilated oven prior to assembly at 125*C for 24 hours.
Why is this necessary?
It's clearly to get rid of moisture, probably to keep the steam from pushing BGAs or CSP packages off the board (maybe from moisture trapped in tented vias, microvias or other places), but I didn't look into all the possible reasons deeply.
You might want to be a bit careful with this- 24 hours exceeds the baking guidelines in IPC-1601, so solderability may be adversely affected unless it's ENIG.
Usually baking for long periods of time like that is to eliminate moisture in the product. If there is moisture inside the PCB, the quick ramp up to ~250 C during the reflow process can cause this moisture to vaporize quickly and, if this moisture is trapped anywhere, explode. This is bad. A dry PCB also makes better connections that are more resistant to corrosion.
Its best to follow the instructions, especially since it is such an easy step to follow, to prevent damage to the PCB, and to ensure a longer lasting board.