Because not only does it create uncontrollable algae breakouts in most situations, it can jack up the temp in your tank extremely fast, thus making it stressful and possibly dangerous to your fish.
That's how I figure.
A- Algae is not harmful to fish, in fact, many species will eat algae. Algae is only unwanted because it inhibits out view into the tank...Thus defeating the purpose of keeping fish.
B- Sunlight, both indirect and to a lesser extent direct - even if given prolonged amounts of time - cannot sufficiently raise the temperature of a tank to cause problems. A tank would need to be in a window during the hottest part of a day for any detrimental effects to the temperature to occur. 1-5 degrees fluctuation in temperature can be tolerable to most fish, especially when it's a gradual increase and decrease.
Though, to answer mel's question: Not having any natural sunlight should not be a problem, especially if your lighting has a sufficient spectrum.