I think my explanation is slightly unclear/being misinterpretted. In the analogy, you're not repeatedly checking, you're, for lack of a better way of putting it, keeping a hand in the mailbox waiting for a message to come. That hand requires a constant connection over gprs/wcdma/wlan to to maintain and so your phone is keeping a wireless connection open that it could otherwise close to save on battery.

I could possibly be mixing it up with Jabber protocols, it's been a while, in which case I apologize and look like an idiot.