I've seen it mentioned not only on the Apple site, but on other computer sites that do reviews. After doing a quick battery search, here's the one I first came up with on the Apple site:
http://www.apple.com/batteries/ipods.html
On the bottom right side of the page:
Let It Breathe
Charging your iPod, iPod nano or iPod shuffle while in certain carrying cases may generate excess heat, which can affect battery capacity. If you notice your iPod gets hot when you charge it, take it out of its case first.
Of course, the catch phrase in this particular blip is "certain carrying cases", but hey; I want to do everything possible to keep this battery as long as possible! Besides, longer battery life = more $$ to spend at iTunes! LOL