This is not specific to Stalingrad, but to urban environments in general.

Military conflict inside of a city is especially dangerous because of the cover and concealment buildings provide. Buildings are excellent places to hide (concealment), and if the walls are thick enough to stop bullets and debris, buildings can keep one from being injured (cover).

A single person covered and concealed inside of a building can fire a weapon without being easily hit, so it's dangerous to leave enemy soldiers inside of any building. However, moving people into that building to physically dislodge them, requires running across open roads to get there (without cover or concealment), which is also dangerous and a great way to get shot.

However, if you drop a bomb on the building first, everything is safer. Anyone inside the building is likely dead, or concussed or hurt; friendly soldiers can assault into that building with a smaller chance of being shot, and those friendly soldiers can then clear the building, as everyone inside is likely dead, etc.

The obvious downside of bombing buildings in a city, is that you don't know who is inside them. It could be enemy soldiers, or it could be a hospital or an orphanage. If bombing orphanages isn't a concern, bombing a building before capturing it is safer for the soldiers assaulting it; as long as you have bombs, and you're not expecting to use the bombed building afterwards.

The military benefits of bombing buildings before entering are: fewer expected casualties, and fewer enemy soldiers leaving the building to find a new building to strongpoint. i.e. significant military benefits

The possible penalties to bombing buildings before entering are: Bombs are expensive; it's potentially difficult to direct unguided weapons against a specific building in a large city, there's no ability to avoid killing civilians in that building, and you'll likely lose the ability to use that building afterwards. i.e. collateral damage