If there's a fire during refuelling you don't want pax jumping out emergency exits right into the fire... particularly over wing exits as thats likely where the flames/smoke/fuel will be.
Better to get them back up the air bridge (assuming there is an airbridge) and into the terminal building again.
Side note, I always wondered how difficult the logistics of a rapid disembarkment during boarding would be... particularly on a bigger a/c like a wide body... you could have a couple hundred people coming down to the aircraft at the same time as a couple hundred people trying to run back up away from it.