Answer:
My biggest reason is to make it a habit. Even if the ball goes into the endzone it is a live ball and the offensive players must down the ball. Don't leave any room for "I thought he downed it" or "I thought I heard the whistle" just run to the ball always.
If the players slow down and the returner takes it out of the end zone it could be a big return. Players are on a full sprint for 40+ yards sometimes and instead of breaking down, they choose to contine through the goal line to slow down at a decreased rate (possibly limiting a muscle pull injury).