In general, when the amp is amplifying a signal, this will increase the bias reading. Thus I would suspect that setting bias while the amp is seeing a signal would give a faulty reading (high).
The problem with the advice to set bias while the amp is generating an output signal is just how much signal should it be playing? Unless you had the amp attached to a scope, how would you know how much signal is the right amount?
Regards,
Frank Van Alstine