Hemingway's first editor at the Kansas City Star gave him this style sheet: "Use short sentences. Use short first paragraphs. Use vigorous English. Be positive, not negative." Hemingway later referred to that list as "the best rules I ever learned for the business of writing."
The last sentence on his style sheet got covered in Rule 40, and "vigorous English" is championed throughout this book. The first two points are most interesting. One says to use short sentences, but not always. Maybe it should read, "Use shorter sentences." Cut away superfluous words.
As for short first paragraphs, they are preferred for the same reason that you want a chunk of white space on your opening page: More space equals easy reading. Short paragraphs trick the reader into happily moving along. Notice this effective strategy in newspaper columns, lots of tiny paragraphs.
Brevity produces vigorous English. As Joe Friday used to say, "Just the facts, ma'am."