This is true. I use to do my shoulder/leg day after my tri/chest day. Someone pointed out this problem to me (in addition to tris, some chest work hits you anterior delt head). So I slipped my back/bi day between them and the difference with the db shoulder press, etc was noticable.
The problem is you risk cutting your muscle recovery short. The more slower recovering muscles take at least 48 hours after a normally strenuous workout (as oppose to a week or two after the 'arm cure').