Presumably because, as the steering comes off the Yellow Hyd system and you are about to shut down the yellow egine pump, it is a good idea not to be actually using the steering system at the changeover time.
Once you OK with the electric pump in control you can steer away to your heart's content.
Depends which type you're talking about. Not so on the A300/310 as it's the Green system which controls the nose wheel steering.