Probably the reason for this is that it has everything to do with the source of the Bitcoins..maybe these are fresh Bitcoina from miners.. because if this was done from an exchange 💱, the reaction of price would be almost instant! If you have tried decentralized exchanges like Etherdelta or Forkdelta** hope I got name spelt correctly** whenever you bought or sold coins there, you could see that candle almost immediately, even on exchanges like Binance, if you trading some low liquidity coin you can see this phenomenon... otherwise this shows that Strategy has our best interests by avoiding making markets very volatile...
I leaned more on the reasoning that it will get them lesser bitcoin when buying directly to the market because price will undoubtedly pump. They are buying bitcoin with massive amount, the market maker will get out and people will cancel their sell order to sell higher.
The source of bitcoin theory is also good as well. Since it's coming from legally abiding institution, certainly they won't need to spend additional money to observe their bought bitcoin and already know it's fully legal. Just an institutional thing to do that average joe won't do.
Other institutional investor besides strategy are also doing the same, I rememberd back then when people are fussing about dormant wallet with huge chunk of bitcoin being activated and got its bitcoin transferred, turns out it's an transaction made by institutional investors.