DanArmak comments on Five-minute rationality techniques - Less Wrong
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You raise an interesting point here. When a parent or teacher imposes their authority on a child, there are two very different goals they could have:
To get the child to comply, and/or
To establish their own dominance.
When you ask why you're being ordered to do something, and you happen to be beneath the age that society considers you a real person, that's taken as an attack on the dominance of the person bossing you around. Obedience isn't enough; a lot of people won't be satisfied with anything less than unquestioning obedience, at least from mere children. I suspect that this is what people are thinking most of the time when they use "because I say so" as a 'reason' for something. (The rest of the time, they're probably using it because they're feeling too harried to explain something to a mere child, and so they trot out that tired old line because it's easy.)
I remember when I was young enough that adults dared to treat me that way. (Notice the emotionally charged phrasing? I'm still irritated.) Someone who gave reasonable orders and provided justifications for them on request, got cooperation from me. My parents were like this, and they say I was very well-behaved. Someone who told me to do things "because I said so" automatically gained my resentment, and I felt no need to cooperate with them. They were less effective because they insisted on unquestioning obedience.
I realize that not every child is as reasonable or cooperative as I was, but providing a reason for your instructions doesn't hurt anything; at worst it's useless, and at best it reinforces your authority by making people perceive you as a reasonable authority figure worthy of listening to.
In addition to what others have said, I think the very concept of 'authority figure' for most people means 'one who is obeyed without question'. The meaning of 'order' does not include a possibility of questioning it. An instruction that comes with explanations simply doesn't belong in the category of 'orders'.
This isn't specific to child-adult relations. Whenever someone is in a position to give orders, asking for justification is seen as a challenge. Reasonable or rational people do, of course, ask for and give out reasons for their orders. But this doesn't reinforce authority and obedience. It creates or reinforces cooperation between two people who are more nearly equals, than a giver and a taker of orders.
The emotional/social basis for giving orders is precisely "because I say so" - orders to establish dominance and obedience - and having to explain yourself automatically subtracts from your authority.