I don't see how much difference does it make. Maybe so there is no confusion as to what you're hitting? But that doesn't make any sense. In that case, no hunting at all at night!
And if you really want to be sneaky, you can shoot it, field dress it or quarter it, save it until you're ready to go in the morning and there is no way the warden knows the time you killed it.
Just can't find the logic behind it