This is a video of John Mayer at a Berklee College of Music clinic in 2008 discussing how to build dynamics when soloing, followed by a performance of “Waiting on the World to Change”:
I like how John compares soloing to singing. You wouldn’t start out by yelling to the crowd; you would build up the dynamics in the song to a high point.
I guess for the blues he is right about the dynamics at a high point in the beginning of the song. But those rules I don’t think apply for Rock. Just look at Mars Volta.
I don’t think this is a hard and fast rule that should always be followed. But, I do think it’s helpful to think about dynamics when crafting a solo.