I have heard that proficient fly casters are putting #20 stripping guides on 9wt. and up blanks, followed by a #16, a #12, and then #5's. Do you know of any anecdotal or scientific evidence of the benefits of this set-up?

No.

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The only reason I can think of that some might be doing this is to allow tangles to get knocked out along the way instead of just jamming at the butt guide. I think Lefty Kreh suggested this many years ago. With most heavier lines between stiffer these days I don't see that it's really needed anymore if it ever was in the first place. I assume that the #5's are snakes as that would be very small in a ring guide and probably wouldn't pass Loop to Loop connections well.

I set most if not all my 8wt and heavier rods with 20, 16, and snakes sizing depending on a few things, but reduce as fast as possible to "running" guides.
I like the 20 for helping with the tangle issue, but there is also the issue of the large arbor reels with a much larger diameter. Look at fly rods from 20 years ago, before large arbor reels were popular. Most 7-9's, and even an old 11 Sage I have uses a 16 for the stripper. Difficult now to find a production rod in a 9wt without a 20 for the first stripper. They may have other reasons for doing this, but I'm sure that spending more for those large 20's isn't one of them.
A 20 doesn't make a huge difference, but helps a little to reduce line angle from stripper to reel.

You can achieve the same goal, if you want, with a high frame 16 (spinning style).

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Some mfgs are putting size 25 as first strippers. Makes no sense to me maybe they have a large overstock of them.

Dave