This is a property of noise; when you measure just the RMS result of the noise, you throw away the information about its frequency. This is generally a useful way to measure noise for lots of applications where you want to consider, say, the signal to noise ratio, where all you care about is the power of the noise (its total RMS value) and the power of the signal (its RMS value).
This rule of thumb is generally used for noise densities; for example see the below snippet for the MCP6H01 op-amp, if you want to calculate the input noise density with a 1kHz bandwidth instead of evaluating the integral of \$H(f)\$ (below) you can just* multiply the noise density by 1.57 times 1kHz; \$\sqrt{1.57\cdot\text{1kHz}}\cdot 35\text{nV}=1.39\mu\text{v}\$. 
We can calculate The noise equivalent bandwidth (NEB) by integrating the response from a first-order filter from 0 to infinity. The filter's transfer function is given by:
$$H(f) = \frac{1}{1 + j\frac{f}{f_H}}$$
Where (\$f_H\$ ) is the -3dB cutoff frequency. The magnitude response is:
$$|H(f)|^2 = \frac{1}{1 + \left(\frac{f}{f_H}\right)^2}$$
The Noise Equivalent Bandwidth (NEB) is the area under this magnitude response curve, calculated as:
$$NEB = \int_0^{\infty} |H(f)|^2 df$$
Performing this integration gives: \$NEB \approx 1.57 f_H\$
This means that the white noise passing through a first-order low-pass filter behaves as if it has been filtered by an ideal (brick-wall) filter with a cutoff frequency of \$f_H\$.
Bonus NEB for orders 1-10:
- Order 1: NEB = 1.57
- Order 2: NEB = 0.79
- Order 3: NEB = 0.59
- Order 4: NEB = 0.49
- Order 5: NEB = 0.43
- Order 6: NEB = 0.39
- Order 7: NEB = 0.35
- Order 8: NEB = 0.33
- Order 9: NEB = 0.31
- Order 10: NEB = 0.29
*For the pedantic, the noise analysis is more complex; the corner frequency for this part is pretty high, plus the 0.1 to 10Hz noise and the noise gain of the config. This is just meant to be an easy-to-follow application.