When training neural networks it is a good idea to have a training set which has examples that are randomly ordered. We want to ensure that any sequence of training set examples, long or short, has statistics that are representative of the whole. During training we will be adjusting weights, often by using stochastic gradient descent, and so we ideally would like the source statistics to remain stationary.
During on-line training, such as with a robot, or when people learn, adjacent training examples are highly correlated. Visual scenes have temporal coherence and people spend a long time at specific tasks, such as playing a card game, where their visual input, over perhaps hours, is not representative of the general statistics of natural scenes. During on-line training we would expect that a neural net weights would become artificially biased by having highly correlated consecutive training examples so that the network would not be as effective at tasks requiring balanced knowledge of the whole training set.