First, it's not a rule. Second, it's not quite that simple.
Sometime in the last 5 or so years the refs realized they could save a lot of time determining first downs if the line to gain is on a yard line as much as possible. Think about it -- you look at where you mark the ball dead, and if the nose of the ball is at or over the appropriate edge of the yard line you immediately know it's a first down without having to waste time bringing out the chains.
So say a team gets possession at their own 23.2 yard line. The refs will actually mark the ball at the 23, making the line to gain the 33. The downs within the series will get true spots. So if on first down there's a run to the 28.6, the ball will be left at the 28.6. But once a first down is achieved they'll move it to an exact yard line again. So it's 2nd down at the 28.6 and the result of a play is a reception to the 37.5 for a first down. The refs will mark the ball at the 38 and set the line to gain at the 48.
They will generally only do this outside the 20s. And they don't always do it. There was at least one series yesterday out near midfield where I noticed the line to gain was in between yard lines.