I have heard it is not good to fill up your tank when a tanker is there unloading? Maybe stirs up sediment in the underground tank?
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I don’t for that reason. Is it a legit reason, don’t know, I figure better safe than sorry.
It’s hard to time gas stops by the Costco locations to coincide with the absence of tankers. It seems they are there 30-40% of the time I stop by for gas. I’ve never had a problem with contaminants from Costco.
What is the source of contaminants?
Granted it would be from rusting steel tanks but most/all of those tanks have been replaced.
Probably no longer a problem.
Water? Sand? Gasoline rises above water under quiet conditions, but if it’s being mixed by a turbulent inflow of new gasoline, it could be temporarily mixed together like salad dressing oil and vinegar .
or dilutes the old stale gas 
Each pump has a filter and I believe for each type of fuel.
When I worked at a station we also had to stick the tanks to look for water/condensation. A long wooden stick was inserted into each tank and the stick had a chemical to see if there was water in the bottom.