A few years back, Brian Litz wanted to study any potential rifles that grouped better at longer distances that at closer distances. He put out an offer of a expense paid trip to his incredibly equipped range to do instrumented firing on acoustic targets. Thought there were a few that claimed to have such rifles...no one stepped up to put up.

Harold Vaughn addressed the phenomenon is his book "Rifle Accuracy Facts" calling it "Poor Statistics".

The one explanation that did make sense to me was scope parallax. If your parallax is set for long distance, the sighting error induced by parallax at the closer distances could account for the bigger groups.