To expand on Mithreinmaethor's answer, the reason its a big deal that it uses a free instead of a move is that it allows you to become hidden before you move. This is useful because it allows you:
1) to move 3+ squares in your move without getting the -5 penalty to your stealth check; and
2) doesn't reveal your final position - normally, as the stealth roll occurs after a move, the enemy has a pretty good idea of where you end up unless you spend a standard action or action point to move again afterwards.

It also allows you to stand still and allows you to trade your move for a minor while still rolling for stealth, though that may or may not be a big deal depending on how much an assassin has to do with his minors.