There are two considerations here.
Firstly, on general principles, cooling food fast is good food safety practice. The less time the food spends in the "danger zone" between "cold enough to slow bacterial metabolism and reproduction" and "hot enough to kill bacteria", the better.
Secondly, and more specific to freezing, there is the question of ice crystal size. A liquid which is frozen slowly has time for the molecules to find the lowest energy configuration, which is usually a single crystal. But if you freeze it quickly, you get lots of small crystals. When freezing food, the situation is more complex because there's lots of stuff apart from water, but you still get larger crystals if you freeze more slowly. The larger crystals will tend to do more damage to structures like cell walls, meaning that the defrosted food is mushier. They will also cause more clumping, so that e.g. defrosted sauces will be more likely to split.
(As an aside, this issue of crystal size also arises in chocolate tempering. There you want large crystals, so you have to cool slowly).