I didn't know that this was an advisable thing to do.
It doesn't, condoms are already tested before packaging. Filling it with water or blowing air through them before use weakens the latex and increases the risk for them breaking. The right thing to do is checking the package before use, if the package is damaged discard the condom and then use a new one.
But overall never forget rule #1: Always use condoms you brought yourself and never accept condoms from females.