I've heard some explanations about drying the dough in the initial cooking that don't make much sense to me. I think the main reason is that choux pastry depends on eggs for the "puff," and the initial cooking drives the water into the flour, so that there's little free water to compete for space with the egg. Alternately, it may also exhaust the flour's ability to take up liquid internally, so that the egg can stay thoroughly integrated but still very wet, so that when it's baked, the steam can form to help cause the puff.
I was just waiting for your phone call
When they came along to say
That a rose done chased you clear away
You had said I was gamine
But we didn't mean the same thing i think
Broke my choux pastry heart
Guess life's, no picture post card