One of the items in the helicopter Robinson R22 (and possibly other piston engined aircraft) shutdown procedure is to wait for the Cylinder Head Temperature to drop to a lower temperature. What is the purpose of this?
According to this document, this is to allow the engine to cool and level the oil temperature:
CHT Drop- Wait two minutes or until you can clearly see the H on Cyl Hd Temp. This is to allow the engine to cool and level the oil temperature. Closing down too early may damage the engine.
This is most probably to prevent damage to the engine due to shock cooling. Any rapid decrease in temperature during shutdown can cause damage to cylinder heads However, note that this theory is quite controversial. This is discussed in detail here and here. Especially, as @Lnafziger points out in his answer,
... in fact the engine cools much more quickly when you shut it down at the end of a flight.