There are exceptions to the rule, but most beginning autocrossers progress much more slowly as drivers if they make the move to super-grippy tires too soon.
The limits of street tires are fairly easy to reach, and most street tires give plenty of feedback (squeal) before they let go. They also tend to let go more gradually than a good autocross tire will. All of this makes it easier for you to learn to drive AT the limit. It teaches you to be smooth and consistent.
If you're in the beginning phase of learning to autocross and immediately move to R tires, you never learn to be smooth, you're just instantly able to drive considerably faster than you could on your street tires. The R tires will mask your mistakes (allowing the bad habits that Leonard mentioned to go unnoticed by you)... up to a point. Not knowing how to be smooth and consistent, you'll either stay well below the limits of the tires (and still be "fast", but nowhere near as fast as you could be) or you'll drive agressively and do okay most of the time, but spike past the limits of the tires frequently.
I'm an advocate of learning on street tires. I've been trying to learn for 8 years...
