Probably for the same reasons that the Taliban banned whistling, pigeons, and kite flying. Because they were fun, and you and I both know where fun leads...
OK, if I were a Talibanner, I could understand banning whistling and kite flying. But, where is the bannable "fun" involved in pigeons? Working in the city as I do, the only "fun" I can think of involving these "rats with wings" would involve a slow fire and a spit.