That's a somewhat unrelated problem, it just protects from parsing the same header multiple times. The rule that headers should not include other header is more of an organizational thing.

You can immediately see the include complexity of each source file by looking at the top of the file, all required includes are there as a flat list. Otherwise a single #include may hide dozens, hundreds or even thousands of other includes hidden in a deep dependency tree.

It also nudges the programmer away from "every class in a tiny header/source pair" nonsense.