The question is, is it really an advantage? This statistic is accurate as far as it goes, but is it predictive?
In the cases of the 2004, 1996, 1984, and 1972 elections, you had an incumbent president who had a huge amount of popular support, particularly within their own party, and got the nomination quickly by virtue of nobody being dumb enough to run against them. (Yes, they all had some opposition, but it was mostly token.) So those situations aren't really analogous to this year.
Let's look at the others:
In 2000, Governor Bush did gain the presidency and got the party's nomination first.
As it happens, 1992 was the tenth example, the one case where the first nominee (President Bush) lost (to Governor Clinton).
In 1988, Vice President Bush was riding President Reagan's coattails, and had very little opposition in the primaries. In that particular case, getting the nomination was part and parcel of why he got elected. (That the Democrats nominated the world's most boring human made things even easier for the vice president.)
In 1980, President Carter had none of the advantages of an incumbent, having lost pretty much all his credibility with the public thanks to rising gas prices (which seems quaint now) and the Iran hostage crisis being so botched. That Governor Reagan was nominated first was almost beside the point.
In 1976, President Ford also had very little incumbent advantage, because he was never elected. He was appointed vice president after Vice President Agnew resigned, and then took the Oath of Office when President Nixon did likewise. There was very little about the man that screamed "electability," which is why he didn't get the nomination unopposed, and why he lost.
Finally, we have 1968, in which Vice President Nixon's getting the nomination first was mostly by virtue of the implosion of the Democratic Party that year, and President Johnson declining to run.
I don't think the 2000 election really can fit in here, either, because it was a fairly unique election in American history, and Vice President Gore actually did win the popular vote.
Of all of the above, the election that's most similar is 1992, the biggest exception, in part because we have in Senator Obama a candidate who, like Governor Clinton, has surged during the nomination process. Even that's not a perfect comp, but Senator McCain doesn't have the advantage of incumbency or coattails. He has no ties to the current administration except insofar as he supported its war.
But the reasons why many of the nine nominees got their nominations first aren't the same reasons why Senator McCain got his, and I don't think it's necessarily predictive of anything in 2008.
At least, I hope it isn't..........