The theory behind this is, when you place deep pressure on the body it sends calming signals to the brain, making the dog more relaxed. I only know this as I work with an OT who assesse people with sensory process disorder and she often prescribes weighted jackets and vests for people to wear as it creates a similar feeling.
It was this theory that brought around the Thundershirt for anxious dogs. At least you will always have a way of making your little buddy calm and relaxed during any stressful situations