You guys that are doubting this probably have not cut the material for your sufaces with it oriented 90 degrees off before, because when covering a wing you usually lay the material out oriented the same way as the wing before cutting it.
Not true! I just finished covering a wing, and since the wing sides were only 24", I decided to cut the pieces across the roll, mostly because it was a lot easier. The Monokote went on very easily, and tightened right up with the heat gun. To me, it felt exactly like the three other wings I've built in which I cut the Monokote the other way on the roll.
I'm not really doubting whether there is some subtle difference. I'm just saying in my experience, I couldn't tell the difference, and if I must say so myself, it's really a beautiful wing. I'd post a picture, but all you'd see is a nicely covered yellow wing with no wrinkles, sags, or anything.
I also can not figure out in my mind why it would make a difference even if it were true. Suppose Monokote only shrunk in one direction. Period. Zero shrink in one direction, a lot in the other. I still don't see why it would be better to place it one way rather than the other. The only difference would be if you got any wrinkles, they would go one way rather than the other. Why would one be better than the other?