A careful reading of the manufacturers' instructions will reveal that you are supposed to twist the nuts tight enough that the wires are tristed together inside the nut. Simply having the wire nut hold wires next to each other is an incomplete installation.
That said, pre-twisting is very wise for neutrals in multi-wire circuits. I also often pretwist all wires evceot for the pigtail leading to a device; this facilitates later maintenance work, as the pigtail is then wrapped on the outside of the 'twist'.
