IN a conventional shower, when you get the grout saturated, it wicks into the mudbed which is quite porous if done right. If it is used often enough, that moisture can accumulate until there's enough to cause it to run to the weep holes.
In a surface membrane shower like Kerdi, moisture can still penetrate the grout joint, but thinset is thinner and denser than a mudbed, so it doesn't tend to penetrate as far or as fast. Plus, if the thinset is embedded into the fleece on the Kerdi, and its depth is within normal standards, it doesn't tend to go that far.
Keep in mind that unless you've got a porous tile that can absorb a fair amount of water, the only path to the membrane is through the grout joints. If it can't be drawn further into something like the mudbed, the only place for it to go is back up and out. The moisture wants to dissipate, that's primarily up with a membrane, but can go both directions when there's a mudbed - then throw in gravity, and it may tend to go down more than up. Conceptually, I don't see it spreading under the tile much in a membrane situation, but could easily see that happening in the porous mudbed.
When you throw in the fact that we're talking miniscule amounts of water per shower being absorbed, without the sponge of a mudbed beneath to direct it down and potentially accumulate, it doesn't tend to happen with a membrane (given good workmanship - good thinset coverage, full grout joints, proper slope).