Agree with all before, I cannot believe that a pilot would even question why? Obviously never marshalled an aircraft.
Apart from the fact of making it next to impossible for the marshaller, everywhere I have marshalled aircraft, it is accepted that the turning off of all the white lights, that is down to just nav lights and beacons, is a signal to the marshaller that the crew are in fact following him. Leaving them on means you are NOT following him/her?